Estimation of distribution of suprema of a strictly ϕ-sub-Gaussian quasi shot noise process | Zendy

Olga Vasylyk | Zendy

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

Author(s) -

Olga Vasylyk

Publication year - 2019

Publication title -

bulletin of taras shevchenko national university of kyiv series physics and mathematics

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.

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