Large deviations of infinite intersections of events in Gaussian processes

DOI10.1016/J.SPA.2006.02.003zbMATH Open1099.60018OpenAlexW2101190503MaRDI QIDQ2507596FDOQ2507596

Authors: Petteri Mannersalo, Ilkka Norros, Miranda van Uitert, M. R. H. Mandjes 

Publication date: 5 October 2006

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

Full work available at URL: https://doi.org/10.1016/j.spa.2006.02.003

Recommendations

• [Russian Text Ignored]
• Large deviations for Gaussian processes in Hölder norm
• How big are the increments of \(l^p\)-valued Gaussian processes?
• Probability of a large excursion of a nonstationary Gaussian process. I
• Erdős-Rényi-type laws applied to Gaussian processes

zbMATH Keywords

reproducing kernel Hilbert spacefractional Brownian motionbusy perioddominating pointminimum norm problemsample-path large deviations

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Queueing theory (aspects of probability theory) (60K25)

Cites Work

• An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A function space large deviation principle for certain stochastic integrals
• Conditional limit theorems for queues with Gaussian input, a weak convergence approach
• Large deviations of the sample mean in general vector spaces
• Sample-path large deviations for tandem and priority queues with Gaussian inputs
• Ecole d'ete de probabilités de Saint-Flour VIII-1978. Edite par P. L. Hennequin
• On the Structure of the Infinitesimal $\sigma $-Algebra of a Gaussian Process
• Local independence of fractional Brownian motion
• Path space large deviations of a large buffer with Gaussian input traffic
• On the Structure of the Infinitesimal $\sigma $-Algebra of Gaussian Processes and Fields

Cited In (18)

• Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading
• Sample-path large deviations in credit risk
• Large deviations for high minima of Gaussian processes with nonnegatively correlated increments
• Conditional limit theorems for queues with Gaussian input, a weak convergence approach
• Bounds for expected supremum of fractional Brownian motion with drift
• Local independence of fractional Brownian motion
• A note on large-buffer asymptotics for generalized processor sharing with Gaussian inputs
• The Cramér-Lundberg model with a fluctuating number of clients
• Teletraffic as a Stochastic Playground*
• Large deviation approaches for the numerical computation of the hitting probability for Gaussian processes
• Large deviations for acyclic networks of queues with correlated Gaussian inputs
• Sample path large deviations for multiclass feedforward queueing networks in critical loading
• Conditional limit theorems for regulated fractional Brownian motion
• On the Dependence Structure of Gaussian Queues
• Large deviation estimates of the crossing probability for pinned Gaussian processes
• Open problems in Gaussian fluid queueing theory
• Fractional Brownian Motion withH< 1/2 as a Limit of Scheduled Traffic
• On convergence to stationarity of fractional Brownian storage

This page was built for publication: Large deviations of infinite intersections of events in Gaussian processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2507596)