On the tail asymptotics of supremum of stationary χ-processes with random trend


Goran Popivoda, Siniša Stamatović




Let χn(t), t > 0, be a chi-process with n degrees of freedom. We derive the asymptotic exact result for P sup t∈[0,T] (χn(t) + η(t)) > u , as u→∞, where η(t) is a certain random process independent of χn(t) and T > 0 is a constant