Abstract

In this paper, there are studied properties of a strictly ϕ-sub-Gaussian quasi shot noise process X(t) = integral_{-∞}^{+∞} g(t, u) dξ(u), t ∈ R, generated by the process ξ and the response function g. New estimates for distributions of suprema of such processes are derived. An example of application of the obtained results is given.

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