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Theory of Stochastic Processes, 2007, Volume 13(29), Issue 4, Pages 219–232 (Mi thsp248)  

Random process from the class $V (\varphi, \psi)$ exceeding a curve

Rostyslav Yamnenko, Olga Vasylyk

Department of Probability Theory and Mathematical Statistics, Kyiv National Taras Shevchenko University, Kyiv, Ukraine
References:
Abstract: Random processes from the class $V (\varphi, \psi)$ which is more general than the class of $\psi$-sub-Gaussian random process. The upper estimate of the probability that a random process from the class $V (\varphi, \psi)$ exceeds some function is obtained. The results are applied to generalized process of fractional Brownian motion.
Keywords: Sub-Gaussian process, generalized fractional Brownian motion, metric entropy, buffer overflow probability, ruin probability.
Bibliographic databases:
Document Type: Article
MSC: 60G20, 60G18, 60K25
Language: English
Citation: Rostyslav Yamnenko, Olga Vasylyk, “Random process from the class $V (\varphi, \psi)$ exceeding a curve”, Theory Stoch. Process., 13(29):4 (2007), 219–232
Citation in format AMSBIB
\Bibitem{YamVas07}
\by Rostyslav~Yamnenko, Olga Vasylyk
\paper Random process from the class $V (\varphi, \psi)$
exceeding a curve
\jour Theory Stoch. Process.
\yr 2007
\vol 13(29)
\issue 4
\pages 219--232
\mathnet{http://mi.mathnet.ru/thsp248}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2482262}
\zmath{https://zbmath.org/?q=an:1164.60029}
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  • https://www.mathnet.ru/eng/thsp/v13/i4/p219
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