Extremes of the time-average of stationary Gaussian processes
From MaRDI portal
Publication:554456
DOI10.1016/j.spa.2011.05.005zbMath1227.60045MaRDI QIDQ554456
Krzysztof Dȩbicki, Kamil Tabiś
Publication date: 4 August 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2011.05.005
60G15: Gaussian processes
60G70: Extreme value theory; extremal stochastic processes
68M20: Performance evaluation, queueing, and scheduling in the context of computer systems
Related Items
Extremes ofγ-reflected Gaussian processes with stationary increments, Ruin problem of a two-dimensional fractional Brownian motion risk process, On the infimum attained by the reflected fractional Brownian motion, Extremes of vector-valued Gaussian processes: exact asymptotics, On the \(\gamma\)-reflected processes with fBm input, Extremes of threshold-dependent Gaussian processes, On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes, Piterbarg theorems for chi-processes with trend, Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval, Large deviations of Shepp statistics for fractional Brownian motion, On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes, An almost sure limit theorem for the maxima of smooth stationary Gaussian processes, Approximation of Passage Times of γ-Reflected Processes with FBM Input
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The exact asymptotic of the time to collision
- Gaussian stochastic processes
- Collision times and exit times from cones: A duality
- On-off fluid models in heavy traffic environment
- On the Integrodifferential Equation of Takacs. I
- Large Deviations for Gaussian Queues
- Exact overflow asymptotics for queues with many Gaussian inputs
- Random Fields and Geometry
- Upcrossing Probabilities for Stationary Gaussian Processes