An estimate of the probability that the queue length exceeds the maximum for a queue that is a generalized Ornstein-Uhlenbeck stochastic process

Author:
R. E. Yamnenko

Translated by:
S. Kvasko

Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom **73** (2005).

Journal:
Theor. Probability and Math. Statist. **73** (2006), 181-194

MSC (2000):
Primary 60G07; Secondary 60K25

DOI:
https://doi.org/10.1090/S0094-9000-07-00691-6

Published electronically:
January 19, 2007

MathSciNet review:
2213851

Full-text PDF

Abstract | References | Similar Articles | Additional Information

Abstract: We consider the process

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Additional Information

**R. E. Yamnenko**

Affiliation:
Department of Probability Theory and Mathematical Statistics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kiev 03127, Ukraine

Email:
rostyslav_yamnenko@yahoo.com

DOI:
https://doi.org/10.1090/S0094-9000-07-00691-6

Keywords:
$\varphi$-sub-Gaussian stochastic process,
generalized Ornstein--Uhlenbeck process,
the distribution of the supremum

Received by editor(s):
December 26, 2004

Published electronically:
January 19, 2007

Article copyright:
© Copyright 2007
American Mathematical Society