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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| Datum: | 2007 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Englisch |
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Інститут математики НАН України
2007
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4526 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | 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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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862580521350987776 |
|---|---|
| author | Yamnenko, R. Vasylyk, O. |
| author_facet | Yamnenko, R. Vasylyk, O. |
| 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. |
| collection | DSpace DC |
| 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.
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| first_indexed | 2025-11-26T19:57:10Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4526 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-26T19:57:10Z |
| publishDate | 2007 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Yamnenko, R. Vasylyk, O. 2009-11-24T15:39:50Z 2009-11-24T15:39:50Z 2007 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 https://nasplib.isofts.kiev.ua/handle/123456789/4526 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. en Інститут математики НАН України Random process from the class V(φ,ψ): exceeding a curve Article published earlier |
| spellingShingle | Random process from the class V(φ,ψ): exceeding a curve Yamnenko, R. Vasylyk, O. |
| title | 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_short | Random process from the class V(φ,ψ): exceeding a curve |
| title_sort | random process from the class v(φ,ψ): exceeding a curve |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4526 |
| work_keys_str_mv | AT yamnenkor randomprocessfromtheclassvφψexceedingacurve AT vasylyko randomprocessfromtheclassvφψexceedingacurve |