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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 2, Pages 363–369
(Mi tvp1189)
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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
An asymptotic estimate of the probability for a Gaussian stochastic process to remain under the straight line $kt+a$
R. N. Miroshin Leningrad
Abstract:
A stationary Gaussian stochastic process with the correlation function of the form (1) or (6) for $\tau\sim+0$ is considered, asymptotic inequalities (theorems 1–6) for the function (2) with $\alpha\sim+0$, $a\ge0$ or $\gamma_0\to+\infty$, $\alpha=\mathrm{const}$ (cf. (3)) being obtained.
Received: 15.02.1967
Citation:
R. N. Miroshin, “An asymptotic estimate of the probability for a Gaussian stochastic process to remain under the straight line $kt+a$”, Teor. Veroyatnost. i Primenen., 14:2 (1969), 363–369; Theory Probab. Appl., 14:2 (1969), 349–354
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