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Theory of Probability and Mathematical Statistics

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The distribution of the supremum of $ \Theta$-pre-Gaussian shot noise processes


Authors: Yu. V. Kozachenko and I. V. Dariĭchuk
Translated by: Oleg Klesov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 80 (2009).
Journal: Theor. Probability and Math. Statist. 80 (2010), 85-100
MSC (2000): Primary 60G20; Secondary 60G60
DOI: https://doi.org/10.1090/S0094-9000-2010-00796-4
Published electronically: August 19, 2010
MathSciNet review: 2541954
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Abstract: Estimates for the distribution of the supremum of $ \Theta$-pre-Gaussian shot noise stochastic processes are obtained in the paper for both cases of finite and infinite intervals.


References [Enhancements On Off] (What's this?)

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Additional Information

Yu. V. Kozachenko
Affiliation: Department of Probability Theory and Mathematical Statistics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue, 2, Kiev 03127, Ukraine
Email: yvk@univ.kiev.ua

I. V. Dariĭchuk
Affiliation: Department of Probability Theory and Mathematical Statistics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue, 2, Kiev 03127, Ukraine
Email: elijadar@rambler.ru

DOI: https://doi.org/10.1090/S0094-9000-2010-00796-4
Keywords: $\Theta$-pre-Gaussian stochastic processes, shot noise processes
Received by editor(s): November 7, 2008
Published electronically: August 19, 2010
Article copyright: © Copyright 2010 American Mathematical Society

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