The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space

DOI10.1090/tpms/1017zbMath1371.60095OpenAlexW2748955924WikidataQ115545821 ScholiaQ115545821MaRDI QIDQ5351672

Rostyslav E. Yamnenko

Publication date: 30 August 2017

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

Full work available at URL: https://doi.org/10.1090/tpms/1017

zbMATH Keywords

Orlicz spacemetric entropygeneralized fractional Brownian motionsub-Gaussian processreflected stochastic process

Mathematics Subject Classification ID

Cites Work

• On distribution of the norm of deviation of a sub-Gaussian random process in Orlicz spaces
• Generalized sub-Gaussian fractional Brownian motion queueing model
• On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input
• Bounds for the distribution of some functionals of processes with $\varphi $-sub-Gaussian increments
• On the distribution of storage processes from the class $V(𝜙,𝜓)$
• Power identities for L\'evy risk models under taxation and capital injections
• Application of $$\varphi$$ -Sub-Gaussian Random Processes in Queueing Theory
• Propriétés locales des fonctions à séries de Fourier aléatoires
• Exact overflow asymptotics for queues with many Gaussian inputs
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