Random process from the class V(φ,ψ): exceeding a curve
Random processes from the class V (φ, ψ) which is more general than the class of ψ-sub-Gaussian random process. The upper estimate of the probability that a random process from the class V (φ, ψ) exceeds some function is obtained. The results are applied to generalized process of fractional Brownian...
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| Дата: | 2007 |
|---|---|
| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2007
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4526 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | Random process from the class V(φ,ψ): exceeding a curve / R. Yamnenko, O. Vasylyk // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С.219–232. — Бібліогр.: 8 назв.— англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4526 |
|---|---|
| record_format |
dspace |
| spelling |
irk-123456789-45262010-03-01T17:26:32Z Random process from the class V(φ,ψ): exceeding a curve Yamnenko, R. Vasylyk, O. Random processes from the class V (φ, ψ) which is more general than the class of ψ-sub-Gaussian random process. The upper estimate of the probability that a random process from the class V (φ, ψ) exceeds some function is obtained. The results are applied to generalized process of fractional Brownian motion. 2007 Article Random process from the class V(φ,ψ): exceeding a curve / R. Yamnenko, O. Vasylyk // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С.219–232. — Бібліогр.: 8 назв.— англ. 0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4526 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| description |
Random processes from the class V (φ, ψ) which is more general than the class of ψ-sub-Gaussian random process. The upper estimate of the probability that a random process from the class V (φ, ψ) exceeds some function is obtained. The results are applied to generalized process of fractional Brownian motion. |
| format |
Article |
| author |
Yamnenko, R. Vasylyk, O. |
| spellingShingle |
Yamnenko, R. Vasylyk, O. Random process from the class V(φ,ψ): exceeding a curve |
| author_facet |
Yamnenko, R. Vasylyk, O. |
| author_sort |
Yamnenko, R. |
| title |
Random process from the class V(φ,ψ): exceeding a curve |
| title_short |
Random process from the class V(φ,ψ): exceeding a curve |
| title_full |
Random process from the class V(φ,ψ): exceeding a curve |
| title_fullStr |
Random process from the class V(φ,ψ): exceeding a curve |
| title_full_unstemmed |
Random process from the class V(φ,ψ): exceeding a curve |
| title_sort |
random process from the class v(φ,ψ): exceeding a curve |
| publisher |
Інститут математики НАН України |
| publishDate |
2007 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4526 |
| citation_txt |
Random process from the class V(φ,ψ): exceeding a curve / R. Yamnenko, O. Vasylyk // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С.219–232. — Бібліогр.: 8 назв.— англ. |
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2023-03-24T08:30:34Z |
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2023-03-24T08:30:34Z |
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