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Licensed Unlicensed Requires Authentication Published by De Gruyter June 1, 2005

Upper estimate of overrunning by Subφ(Ω) random process the level specified by continuous function

Olga Vasylyk , Yuriy Kozachenko and Rostyslav Yamnenko
From the journal

In this paper we consider random process from the space Subφ(Ω), which is defined on compact set, and the probability that supremum of this process exceeds some function. The class of Subφ(Ω) random processes is more general than the class of Gaussian processes. By applying obtained estimation to a fluid queue fed by a process of Ornstein-Uhlenbeck from the space strictly Subφ(Ω), where

we show that for interval [a, b] there exist constants A, B, D and

for large enough buffer capacity x.

Published Online: 2005-06-01
Published in Print: 2005-06-01

Copyright 2005, Walter de Gruyter

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