Abstract
Exponential estimates of the “tails” of supremum distributions are obtained for a certain class of pre-Gaussian random processes. The results obtained are applied to the quadratic forms of Gaussian processes and to processes representable as stochastic integrals of processes with independent increments.
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 5, pp. 596–608, May, 1993.
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Buldygin, V.V., Kozachenko, Y.V. Estimates of the supremum distribution for a certain class of random processes. Ukr Math J 45, 647–661 (1993). https://doi.org/10.1007/BF01058203
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DOI: https://doi.org/10.1007/BF01058203