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.
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页码：4747 / 4756
页数：10
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