Random process from the class V(φ,ψ): exceeding a curve
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Random process from the class V(φ,ψ): exceeding a curve
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| Creator |
Yamnenko, R.
Vasylyk, O. |
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| 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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| Date |
2009-11-24T15:39:50Z
2009-11-24T15:39:50Z 2007 |
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| Type |
Article
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| Identifier |
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 http://dspace.nbuv.gov.ua/handle/123456789/4526 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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