Olga Vasylyk, Yuriy Kozachenko, Rostyslav Yamnenko
Upper estimate of overrunning by Sub
φ
(Ω) random process the level specified by continuous function
In this paper we consider random process from the space Sub
φ
(Ω), which is defined on
compact set, and the probability that supremum of this process exceeds some function. The class of
Sub
φ
(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 Sub
φ
(Ω),
where
we show that for interval [a, b] there exist constants A, B, D and
for large enough buffer capacity x.
Random Operators and Stochastic Equations, Walter de Gruyter
Print ISSN: 0926-6364
Volume: 13, 06/2005
Pages: 111 - 128
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