On the supremum distribution of integrated stationary Gaussian processes with negative linear drift
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Publication:4257254
DOI10.1239/aap/1029954270zbMath0927.60056MaRDI QIDQ4257254
Publication date: 9 August 1999
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/e8c53c2616424253195c26de4c62727bbbad6d60
tail probability; extreme value theory; queue length distribution; supremum distribution; asymptotic upper bound; stationary increment with linear drift
60G15: Gaussian processes
60G70: Extreme value theory; extremal stochastic processes
60K25: Queueing theory (aspects of probability theory)
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