Exact asymptotics of supremum of a stationary Gaussian process over a random interval
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Publication:419198
DOI10.1016/j.spl.2011.11.015zbMath1242.60034arXiv1011.6355OpenAlexW1970423866MaRDI QIDQ419198
Krzysztof Dȩbicki, Marek Arendarczyk
Publication date: 18 May 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.6355
Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)
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Cites Work
- Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
- Extremes and related properties of random sequences and processes
- The supremum of a Gaussian process over a random interval
- Fractional Laplace motion
- Asymptotic Properties of the Maximum in a Stationary Gaussian Process
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