Open AccessEstimation of distribution of suprema of a strictly ϕ-sub-Gaussian quasi shot noise process
Author(s) -
Olga Vasylyk
Publication year - 2019
Publication title -
vìsnik. serìâ fìziko-matematičnì nauki/vìsnik kiì̈vsʹkogo nacìonalʹnogo unìversitetu ìmenì tarasa ševčenka. serìâ fìziko-matematičnì nauki
Language(s) - English
Resource type - Journals
eISSN - 2218-2055
pISSN - 1812-5409
DOI - 10.17721/1812-5409.2019/2.1
Subject(s) - mathematics , shot noise , gaussian process , distribution (mathematics) , gaussian , function (biology) , gaussian noise , noise (video) , shot (pellet) , distribution function , process (computing) , pure mathematics , mathematical analysis , statistical physics , algorithm , physics , computer science , artificial intelligence , image (mathematics) , optics , quantum mechanics , materials science , evolutionary biology , detector , biology , operating system , metallurgy
In this paper, there are studied properties of a strictly ϕ-sub-Gaussian quasi shot noise process X(t) = integral_{-∞}^{+∞} g(t, u) dξ(u), t ∈ R, generated by the process ξ 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.