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

DOI10.24144/2616-7700.2020.2(37).122-129MaRDI QIDQ6600527FDOQ6600527

Authors: R. E. Yamnenko, N. V. Yurchenko 

Publication date: 9 September 2024

Published in: Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka i Informatyka (Search for Journal in Brave)

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zbMATH Keywords

Wiener processsupremum distributionsub-Gaussian random processmethod of metric entropy

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Queueing theory (aspects of probability theory) (60K25) General theory of stochastic processes (60G07)

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