Estimation of distribution of suprema of a strictly ?-sub-Gaussian quasi shot noise process
DOI:
https://doi.org/10.17721/1812-5409.2019/2.1Abstract
In this paper, there are studied properties of a strictly ?-sub-Gaussian quasi shot noise process X(t) = integral_{-?}^{+?} g(t, u) d?(u), t ? R, generated by the process ? 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.
Key words: shot noise processes, distrubution of suprema of a process, ?-sub-Gaussian processes.
Pages of the article in the issue: 8 - 17
Language of the article: Ukrainian
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