Bounds for the distribution of some functionals of processes with $\varphi $-sub-Gaussian increments

DOI10.1090/S0094-9000-2013-00884-9zbMath1274.60114MaRDI QIDQ2849288

Rostyslav E. Yamnenko

Publication date: 17 September 2013

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

queuemetric entropygeneralized fractional Brownian motionsub-Gaussian processbounds for the distribution

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Queueing theory (aspects of probability theory) (60K25) General theory of stochastic processes (60G07)

Related Items (3)

Application of $$\varphi$$ -Sub-Gaussian Random Processes in Queueing Theory ⋮ The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space ⋮ A bound for norms in \(L_p(T)\) of deviations of \(\varphi\)-sub-Gaussian stochastic processes

Cites Work

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