Open AccessOn the tail asymptotics of supremum of stationary χ-processes with random trend
Author(s) -
Goran Popivoda,
Siniša Stamatović
Publication year - 2020
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil2014747p
Subject(s) - mathematics , infimum and supremum , combinatorics , constant (computer programming) , programming language , computer science
Let ?n(t), t ? 0, be a chi-process with n degrees of freedom. We derive the asymptotic exact result for P(sup t? [0,T] (?n(t) + ?(t)) > u), as u ? ?, where ?(t) is a certain random process independent of ?n(t) and T > 0 is a constant.