This article is cited in 2 papers

Short Communications

An asymptotic estimate of the probability for a Gaussian stochastic process to remain under the straight line $kt+a$

R. N. Miroshin

Leningrad

Abstract: A stationary Gaussian stochastic process with the correlation function of the form (1) or (6) for $\tau\sim+0$ is considered, asymptotic inequalities (theorems 1–6) for the function (2) with $\alpha\sim+0$, $a\ge0$ or $\gamma_0\to+\infty$, $\alpha=\mathrm{const}$ (cf. (3)) being obtained.

Received: 15.02.1967

 English version: Theory of Probability and its Applications, 1969, 14:2, 349–354

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