Random process from the class V(φ,ψ): exceeding a curve

• Date: 2007
• ISSN: 0321-3900
• Main Authors: Yamnenko, R., Vasylyk, O.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2007
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4526
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: 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.

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...