Extremes of the time-average of stationary Gaussian processes (Q554456)

The authors establish an expansion of P\((\sup_{t\geq 0}I_Z(t)>u)\), as \(u\to\infty\), where \(I_Z(t)=t^{-1}\int_0^t Z(s)\,ds\) for \(t>0\) and \(I_Z(0)=Z(0)\) and \((Z(t))_{t\geq 0}\) is a centered stationary Gaussian process with covariance function satisfying some regularity conditions. As an application, the probability of buffer emptiness in a Gaussian fluid queueing system and the collision probability of differentiable Gaussian processes with stationary increments are analyzed.