Analytic properties of some classes of pre-Gaussian random processes. (English. Ukrainian original) Zbl 0840.60035

Kozachenko, Yu. V.; Oleshko, T. A.

Theory Probab. Math. Stat. 48, 25-34 (1994); translation from Teor. Jmovirn. Mat. Stat. 48, 37-50 (1993).

Summary: A theorem on estimates of the distribution of supremum of increments of a special class of pre-Gaussian random processes is obtained. The theorem is used for investigation of square Gaussian random processes.

MSC:

60G15	Gaussian processes
60G70	Extreme value theory; extremal stochastic processes
46E30	Spaces of measurable functions (\(L^p\)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.)

Keywords:

distribution of supremum of increments; square Gaussian random processes