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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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Bibliographic Details
Date:	1993
Main Authors:	Buldygin, V. V., Kozachenko, Yu. V., Булдыгин, В. В., Козаченко, Ю. В.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 1993
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/5848
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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