A note on transient Gaussian fluid models
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Publication:1611752
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- Exact overflow asymptotics for queues with many Gaussian inputs
- Distribution processes with stationary fractional increments
- Maximal Inequalities for Fractional Brownian Motion: An Overview
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- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
- Extremes and First Passage Times of Correlated Fractional Brownian Motions
- Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments
- Conditional limit theorems for queues with Gaussian input, a weak convergence approach
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- On the maxima of suprema of dependent Gaussian models
- Brownian motion minus the independent increments: representation and queuing application
- Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid
- Simultaneous ruin probability for multivariate Gaussian risk model
- Extremes of Gaussian processes over an infinite horizon
- Simulation of the Asymptotic Constant in Some Fluid Models
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- Derivative of the expected supremum of fractional Brownian motion at \(H=1\)
- Extremes of nonstationary Gaussian fluid queues
- On the speed of convergence of Piterbarg constants
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