An asymptotic estimate of the probability for a Gaussian stochastic process to remain under the straight line $kt+a$
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 363-369
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A stationary Gaussian stochastic process with the correlation function of the form (1) or (6) for $\tau\sim+0$ is considered, asymptotic inequalities (theorems 1–6) for the function (2) with $\alpha\sim+0$, $a\ge0$ or $\gamma_0\to+\infty$, $\alpha=\mathrm{const}$ (cf. (3)) being obtained.
@article{TVP_1969_14_2_a19,
author = {R. N. Miroshin},
title = {An asymptotic estimate of the probability for {a~Gaussian} stochastic process to remain under the straight line $kt+a$},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {363--369},
year = {1969},
volume = {14},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a19/}
}
TY - JOUR AU - R. N. Miroshin TI - An asymptotic estimate of the probability for a Gaussian stochastic process to remain under the straight line $kt+a$ JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1969 SP - 363 EP - 369 VL - 14 IS - 2 UR - http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a19/ LA - ru ID - TVP_1969_14_2_a19 ER -
%0 Journal Article %A R. N. Miroshin %T An asymptotic estimate of the probability for a Gaussian stochastic process to remain under the straight line $kt+a$ %J Teoriâ veroâtnostej i ee primeneniâ %D 1969 %P 363-369 %V 14 %N 2 %U http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a19/ %G ru %F TVP_1969_14_2_a19
R. N. Miroshin. An asymptotic estimate of the probability for a Gaussian stochastic process to remain under the straight line $kt+a$. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 363-369. http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a19/