Geodesic
On some generalizations of the results about the distribution of the maximum of the Chentsov random field on polygonal lines
Teoriâ slučajnyh processov, Tome 21 (2016) no. 1, pp. 73-83

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In this paper we compute the probability $\mathbf{P}\left\{\sup_{t\in [T_1,T_2]}(w(t)-h(t))0\right\},$ where $w(t)$ is a Wiener process and $h$ is a step-wise linear function. We use it to obtain the distribution of the maximum of the Chentsov random field on polygonal lines. We have considerably expanded a class of such polygonal lines in this paper.
Keywords: Wiener process; Chentsov random field; distribution of the supremum. 
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     author = {N. V. Prokhorenko (Kruglova)},
     title = {On some generalizations of the results about the distribution of the maximum of the {Chentsov} random field on polygonal lines},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {73--83},
     publisher = {mathdoc},
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     year = {2016},
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     url = {http://geodesic.mathdoc.fr/item/THSP_2016_21_1_a7/}
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N. V. Prokhorenko (Kruglova). On some generalizations of the results about the distribution of the maximum of the Chentsov random field on polygonal lines. Teoriâ slučajnyh processov, Tome 21 (2016) no. 1, pp. 73-83. http://geodesic.mathdoc.fr/item/THSP_2016_21_1_a7/