Estimates of the probability of the random process stay in the band
Abstract
We give lower and upper bounds for the visit probability of a stochastic process in the halfline.
References
Фомин Я. А. Теория выбросов случайных процессов.— М. : Связь, 1980.— 216 с.
Крамер Г., Лидбеттер М. Стационарные случайные процессы.— М. : Мир, 1969.— 398 с.
Owen D. В, A table of normal integrals // Commun. on Stat.— 1980.— 9, N 4.— P. 389— 419.
Published
17.04.1992
How to Cite
Daniev , Y. F., and I. A. Kushch. “Estimates of the Probability of the Random Process Stay in the Band ”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 44, no. 4, Apr. 1992, pp. 556-60, https://umj.imath.kiev.ua/index.php/umj/article/view/7898.
Issue
Section
Short communications
