On the distribution of supremum of a certain class of pre-Gaussian stochastic processes on a compact set in \(\mathbf R^ d\). (English. Ukrainian original) Zbl 0861.60047

Sydorenko, O. O.

Theory Probab. Math. Stat. 50, 123-128 (1995); translation from Teor. Jmovirn. Mat. Stat. 50, 119-124 (1994).

Summary: A theorem on estimates for the distribution of a special class of pre-Gaussian stochastic processes is proved. The theorem is used for constructing estimates for the distribution of the supremum of square-Gaussian stochastic processes defined on a cube in \({\mathbf R}^d\).

MSC:

60G15	Gaussian processes
62E17	Approximations to statistical distributions (nonasymptotic)
62F03	Parametric hypothesis testing

Keywords:

Gaussian stochastic processes; supremum of square-Gaussian stochastic processes