Extremes of the time-average of stationary Gaussian processes

DOI10.1016/j.spa.2011.05.005zbMath1227.60045MaRDI QIDQ554456

Krzysztof Dȩbicki, Kamil Tabiś

Publication date: 4 August 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.05.005

zbMATH Keywords

stationary Gaussian process; extremes; time-average

Mathematics Subject Classification ID

60G15: Gaussian processes

60G70: Extreme value theory; extremal stochastic processes

68M20: Performance evaluation, queueing, and scheduling in the context of computer systems

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