ON AN ESTIMATE OF PROBABILITY OF EXCEEDING A LINE BY WEIGHTED AGGREGATE OF SUB-GAUSSIAN RANDOM PROCESSES
Sub-gaussian random variables are majorized in distribution by Gaussian random variables, and thus are their natural generalization. This paper considers the problem of estimating the probability of exceeding a level given by a line ct, c>0, by trajectories of the sum of sub-Gaussian random proce...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
State University “Uzhhorod National University”
2020-11-01
|
| Series: | Науковий вісник Ужгородського університету. Серія: Математика і інформатика |
| Subjects: | |
| Online Access: | http://visnyk-math.uzhnu.edu.ua/article/view/214984 |