On the Tail Asymptotics of Supremum of Stationary χ-ProcessesWith Random Trend

被引：0

作者：

Popivoda, Goran ^{[1
]}

Stamatovic, Sinisa ^{[1
]}

机构：

[1] Univ Montenegro, Fac Sci & Math, Podgorica, Montenegro

来源：

FILOMAT | 2020年 / 34卷 / 14期

关键词：

process with n degrees of freedom; Gaussian process; random trend;

D O I：

10.2298/FIL2014747P

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Let chi(n)(t), t >= 0, be a chi-process with n degrees of freedom. We derive the asymptotic exact result for P(sup(t is an element of[0, T]) (chi(n)(t) + eta(t)) > u), as u -> infinity where chi(t) is a certain random process independent of chi(n)(t) and T > 0 is a constant.

引用

页码：4747 / 4756

页数：10

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