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 Kushch I. A. “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
