Estimates of the supremum distribution for a certain class of random processes

• 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
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

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...