Alternative estimate of curve exceeding probability of sub-Gaussian random process

DOI10.17721/1812-5409.2020/1-2.5MaRDI QIDQ5857062zbMATH OpenOpenAlexFDO

Authors O. D. Kollie, R. E. Yamnenko

Publication date 30 March 2021

Published in Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.17721/1812-5409.2020/1-2.5

zbMATH Keywords

metric entropysub-Gaussian processsupremum distributiontrajectory of random process

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Actuarial mathematics (91G05)

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(4)

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• On an estimate of probability of exceeding a line by weighted aggregate of sub-Gaussian random process

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