Bounds for the distribution of some functionals of processes with -sub-Gaussian increments

Author:
R. E. Yamnenko

Translated by:
S. Kvasko

Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom **85** (2011).

Journal:
Theor. Probability and Math. Statist. **85** (2012), 181-197

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

DOI:
https://doi.org/10.1090/S0094-9000-2013-00884-9

Published electronically:
January 14, 2013

MathSciNet review:
2933713

Full-text PDF Free Access

Abstract | References | Similar Articles | Additional Information

Abstract: Bounds for the distribution of some functionals of a stochastic process belonging to the class are obtained. An example of the functionals studied in the paper is given by

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Additional Information

**R. E. Yamnenko**

Affiliation:
Department of Probability Theory, Statistics, and Actuarial Mathematics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue, 2, Kiev 03127, Ukraine

Email:
yamnenko@univ.kiev.ua

DOI:
https://doi.org/10.1090/S0094-9000-2013-00884-9

Keywords:
Generalized fractional Brownian motion,
metric entropy,
queue,
bounds for the distribution,
sub-Gaussian process

Received by editor(s):
June 11, 2011

Published electronically:
January 14, 2013

Article copyright:
© Copyright 2013
American Mathematical Society