Yamnenko R. Exponential estimates of distribution of some functionals from phi-sub-Gaussian random processes

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0406U002324

Thesis Registration Form

0406U002324.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

29-05-2006

Specialized Academic Board

Д26.001.37

Essay

The conditions of boundedness with probability 1 and estimates for distributions of the different functionals from phi-sub-Gaussian processes are obtained . Сonditions of boundedness and estimates of probability of exceeding by trajectories of phi-sub-Gaussian processes a certain curve are derived. Obtained results are applied to the queues that are generated by a strictly phi-sub-Gaussian generalized process of Ornstein-Uhlenbeck, by phi-sub-Gaussian generalized fractional Brownian motion and for queues with thinning or striping.

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Files

My_Diser.pdf

aref.doc

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