SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Extremes of Gaussian processes over an infinite horizon · Study

ArticleShelves

ArticleExtremes of Gaussian processes over an infinite horizon

A. B. Dieker2004

OA

Articlebronze2004

Extremes of Gaussian processes over an infinite horizon

86 citations·0/0 files stored·Stochastic Processes and their Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Probability and Risk Models Probability and Statistical Research Stochastic processes and statistical mechanics

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 86 citations exist upstream.

References

1998Stochastic Flows and Stochastic Differential Equations 1984Extremes and related properties of random sequences and processes 1995Large deviations and overflow probabilities for the general single-server queue, with applications 1999Extremes of a certain class of Gaussian processes 2002Ruin probability for Gaussian integrated processes 1999Large buffer asymptotics for the queue with fractional Brownian input 2003Exact overflow asymptotics for queues with many Gaussian inputs

Cited by

2004On the ruin probability for physical fractional Brownian motion 2015Extremes of vector-valued Gaussian processes: Exact asymptotics 2004Conditional limit theorems for queues with Gaussian input, a weak convergence approach

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2003Exact overflow asymptotics for queues with many Gaussian inputsarticle · 4 shared references 2013On the supremum of γ -reflected processes with fractional Brownian motion as inputarticle · 4 shared references 2000On the maximum workload of a queue fed by fractional Brownian motionarticle · 3 shared references 2001Large Deviations of a Storage Process with Fractional Brownian Motion as Inputarticle · 2 shared references 2005Sample-path large deviations for tandem and priority queues with Gaussian inputsarticle · 2 shared references 2017Generalized Pickands constants and stationary max-stable processesarticle · 2 shared references

Details

Year2004

Typearticle

Published2004-10-12

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations86

Files0 public / 0

ShelfProbability and Risk Models

Identifiers

doi10.1016/j.spa.2004.09.005

openalex_workW2147353525

Links

Imported from OpenAlex (CC0) — nothing here is generated.