Estimates of the supremum distribution for a certain class of random processes
Exponential estimates of the “tails” of supremum distributions are obtained for a certain class of pre-Gaussian random processes. The results obtained are applied to the quadratic forms of Gaussian processes and to processes representable as stochastic integrals of processes with independent increments.
English version (Springer): Ukrainian Mathematical Journal 45 (1993), no. 5, pp 647-661.
Citation Example: Buldygin V. V., Kozachenko Yu. V. Estimates of the supremum distribution for a certain class of random processes // Ukr. Mat. Zh. - 1993. - 45, № 5. - pp. 596–608.