# Estimation of distribution of suprema of a strictly ?-sub-Gaussian quasi shot noise process

## DOI:

https://doi.org/10.17721/1812-5409.2019/2.1## Abstract

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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*Bulletin of Taras Shevchenko National University of Kyiv. Physical and Mathematical Sciences*, (2), 8–17. https://doi.org/10.17721/1812-5409.2019/2.1

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