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On some generalizations of the results about the distribution of the maximum of the Chentsov random field on polygonal lines
N. V. Prokhorenko (Kruglova) National Technical University of Ukraine ”KPI”, Department of Higher Mathematics No
1, Pr. Peremohy 37, 02056 Kiev, Ukraine
Аннотация:
In this paper we compute the probability $\mathbf{P}\left\{\sup_{t\in [T_1,T_2]}(w(t)-h(t))<0\right\},$ where $w(t)$ is a Wiener process and $h$ is a step-wise linear function. We use it to obtain the distribution of the maximum of the Chentsov random field on polygonal lines. We have considerably expanded a class of such polygonal lines in this paper.
Ключевые слова:
Wiener process; Chentsov random field; distribution of the supremum.
Образец цитирования:
N. V. Prokhorenko (Kruglova), “On some generalizations of the results about the distribution of the maximum of the Chentsov random field on polygonal lines”, Theory Stoch. Process., 21(37):1 (2016), 73–83
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp122 https://www.mathnet.ru/rus/thsp/v21/i1/p73
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Страница аннотации: | 114 | PDF полного текста: | 30 | Список литературы: | 21 |
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