We study the exact asymptotics of , as u-->[infinity], where and {Z(t):t>=0} is a centered stationary Gaussian process with covariance function satisfying some regularity conditions. As an application, we analyze the probability of buffer emptiness in a Gaussian fluid queueing system and the collision probability of differentiable Gaussian processes with stationary increments. Additionally, we find estimates for analogues of Piterbarg-Prisyazhnyuk constants, that appear in the form of the considered asymptotics.Asymptotics Extremes Gaussian process
We present three challenging open problems that originate from the analysis of the asymptotic behavi...
Abstract This paper deals with a fluid ueue with a Gausszan-type input rate process. The Gaussian-ty...
Let {X-i(t), t >= 0}, 1 <= i <= n be mutually independent centered Gaussian processes with ...
AbstractWe study the exact asymptotics of P(supt≥0IZ(t)>u), as u→∞, where IZ(t)={1t∫0tZ(s)dsfort>0Z(...
Consider a centered separable Gaussian process $Y$ with a variance function that is regularly varyin...
For a given centered Gaussian process with stationary increments X(t),t ≥ 0 and c > 0, let Wγ(t) = X...
Pickands constants play an important role in the exact asymptotic of extreme values for Gaussian sto...
AbstractPickands constants play an important role in the exact asymptotic of extreme values for Gaus...
This paper considers extreme values attained by a centered, multidimensional Gaussian process X(t) =...
We study the exact asymptotics of , as u-->[infinity], for centered Gaussian processes with the cova...
AbstractLet {ω(t)}t⩾0 be a stochastically differentiable stationary process in Rm and let Au⊆Rm sati...
Abstract. This paper considers extreme values attained by a centered, multidimen-sional Gaussian pro...
In this paper we consider a queue fed by a large number of independent continuous-time Gaussian proc...
AbstractWe study the exact asymptotics of P(supt∈[0,S]X(t)>u), as u→∞, for centered Gaussian process...
We present three challenging open problems that originate from the analysis of the asymptotic behavi...
Abstract This paper deals with a fluid ueue with a Gausszan-type input rate process. The Gaussian-ty...
Let {X-i(t), t >= 0}, 1 <= i <= n be mutually independent centered Gaussian processes with ...
AbstractWe study the exact asymptotics of P(supt≥0IZ(t)>u), as u→∞, where IZ(t)={1t∫0tZ(s)dsfort>0Z(...
Consider a centered separable Gaussian process $Y$ with a variance function that is regularly varyin...
For a given centered Gaussian process with stationary increments X(t),t ≥ 0 and c > 0, let Wγ(t) = X...
Pickands constants play an important role in the exact asymptotic of extreme values for Gaussian sto...
AbstractPickands constants play an important role in the exact asymptotic of extreme values for Gaus...
This paper considers extreme values attained by a centered, multidimensional Gaussian process X(t) =...
We study the exact asymptotics of , as u-->[infinity], for centered Gaussian processes with the cova...
AbstractLet {ω(t)}t⩾0 be a stochastically differentiable stationary process in Rm and let Au⊆Rm sati...
Abstract. This paper considers extreme values attained by a centered, multidimen-sional Gaussian pro...
In this paper we consider a queue fed by a large number of independent continuous-time Gaussian proc...
AbstractWe study the exact asymptotics of P(supt∈[0,S]X(t)>u), as u→∞, for centered Gaussian process...
We present three challenging open problems that originate from the analysis of the asymptotic behavi...
Abstract This paper deals with a fluid ueue with a Gausszan-type input rate process. The Gaussian-ty...
Let {X-i(t), t >= 0}, 1 <= i <= n be mutually independent centered Gaussian processes with ...