Estimation of distribution of suprema of a strictly ?-sub-Gaussian quasi shot noise process

Vasylyk, O. I.

doi:10.17721/1812-5409.2019/2.1

Estimation of distribution of suprema of a strictly ?-sub-Gaussian quasi shot noise process

Тип публікації :

Стаття

Дата випуску :

2019

Автор(и) :

Vasylyk, O. I.

Мова основного тексту :

Англійська

eKNUTSHIR URL :

https://ir.library.knu.ua/handle/15071834/26262

DOI :

10.17721/1812-5409.2019/2.1

Журнал :

Bulletin of Taras Shevchenko National University of Kyiv. Physics and Mathematics

Випуск :

2

ISSN :

1812-5409

Початкова сторінка :

8

Кінцева сторінка :

17

Цитування :

[APA 7] Vasylyk, O. I. (2019). Estimation of distribution of suprema of a strictly ?-sub-Gaussian quasi shot noise process. Bulletin of Taras Shevchenko National University of Kyiv. Physics and Mathematics, (2), 8–17. https://doi.org/10.17721/1812-5409.2019/2.1

[ДСТУ] Vasylyk O. I. Estimation of distribution of suprema of a strictly ?-sub-Gaussian quasi shot noise process. Bulletin of Taras Shevchenko National University of Kyiv. Physics and Mathematics. 2019. no. 2. P. 8—17. DOI: 10.17721/1812-5409.2019/2.1 (date of access: 18.07.2026).

In this paper, there are studied properties of a strictly ?-sub-Gaussian quasi shot noise process X(t) = integral_{-?}^{+?} g(t, u) d?(u), t ? R, generated by the process ? and the response function g. New estimates for distributions of suprema of such processes are derived. An example of application of the obtained results is given.Key words: shot noise processes, distrubution of suprema of a process, ?-sub-Gaussian processes.Pages of the article in the issue: 8 - 17Language of the article: Ukrainian

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