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Regular version of the site

Article

Большие выбросы процесса Бесселя и других процессов бесселевского типа

Доклады Академии наук. 2019. Vol. 3. No. 487. P. 238-241.
Piterbarg V., Родионов И.

A high excursion probability for the modulus of a Gaussian vector process with independent identically distributed components is evaluated. It is assumed that the components have means zero and variances reaching its absolute maximum at a single point of the considered time interval. An important example of such processes is the Bessel process.