Estimates of the supremum distribution for a certain class of random processes
Exponential estimates of the “tails” of supremum distributions are obtained for a certain class of pre-Gaussian random processes. The results obtained are applied to the quadratic forms of Gaussian processes and to processes representable as stochastic integrals of processes with independent increme...
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| Дата: | 1993 |
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| Автори: | , , , |
| Формат: | Стаття |
| Мова: | Російська Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
1993
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/5848 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860512068755521536 |
|---|---|
| author | Buldygin, V. V. Kozachenko, Yu. V. Булдыгин, В. В. Козаченко, Ю. В. Булдыгин, В. В. Козаченко, Ю. В. |
| author_facet | Buldygin, V. V. Kozachenko, Yu. V. Булдыгин, В. В. Козаченко, Ю. В. Булдыгин, В. В. Козаченко, Ю. В. |
| author_sort | Buldygin, V. V. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-19T09:19:18Z |
| description | Exponential estimates of the “tails” of supremum distributions are obtained for a certain class of pre-Gaussian random processes. The results obtained are applied to the quadratic forms of Gaussian processes and to processes representable as stochastic integrals of processes with independent increments. |
| first_indexed | 2026-03-24T03:22:55Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-5848 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:22:55Z |
| publishDate | 1993 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/94/330d74b91a71322ab964478271e02094.pdf |
| spelling | umjimathkievua-article-58482020-03-19T09:19:18Z Estimates of the supremum distribution for a certain class of random processes Оценки для распределения супремума одного класса случайных процессов Buldygin, V. V. Kozachenko, Yu. V. Булдыгин, В. В. Козаченко, Ю. В. Булдыгин, В. В. Козаченко, Ю. В. Exponential estimates of the “tails” of supremum distributions are obtained for a certain class of pre-Gaussian random processes. The results obtained are applied to the quadratic forms of Gaussian processes and to processes representable as stochastic integrals of processes with independent increments. Для деякого класу передгауссових випадкових процесів знайдені експоненціальні оцінки „хвостів" розподілу їх супремума. Одержані результати застосовуються до квадратичних форм гаус-сових процесів та процесів, що задаються у вигляді стохастичних інтегралів за процесами з незалежними приростами. Institute of Mathematics, NAS of Ukraine 1993-05-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5848 Ukrains’kyi Matematychnyi Zhurnal; Vol. 45 No. 5 (1993); 596–608 Український математичний журнал; Том 45 № 5 (1993); 596–608 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5848/8379 https://umj.imath.kiev.ua/index.php/umj/article/view/5848/8380 Copyright (c) 1993 Buldygin V. V.; Kozachenko Yu. V. |
| spellingShingle | Buldygin, V. V. Kozachenko, Yu. V. Булдыгин, В. В. Козаченко, Ю. В. Булдыгин, В. В. Козаченко, Ю. В. Estimates of the supremum distribution for a certain class of random processes |
| title | Estimates of the supremum distribution for a certain class of random processes |
| title_alt | Оценки для распределения супремума одного класса случайных процессов |
| title_full | Estimates of the supremum distribution for a certain class of random processes |
| title_fullStr | Estimates of the supremum distribution for a certain class of random processes |
| title_full_unstemmed | Estimates of the supremum distribution for a certain class of random processes |
| title_short | Estimates of the supremum distribution for a certain class of random processes |
| title_sort | estimates of the supremum distribution for a certain class of random processes |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/5848 |
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