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