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Extremes of Gaussian processes over an infinite horizon

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References

1998Stochastic Flows and Stochastic Differential Equations1,182 cited
1984Extremes and related properties of random sequences and processes485 cited
1995Large deviations and overflow probabilities for the general single-server queue, with applications431 cited
1999Extremes of a certain class of Gaussian processes146 cited
2002Ruin probability for Gaussian integrated processes100 cited
1999Large buffer asymptotics for the queue with fractional Brownian input50 cited
2003Exact overflow asymptotics for queues with many Gaussian inputs49 cited

Cited by

2004On the ruin probability for physical fractional Brownian motion52 cited
2015Extremes of vector-valued Gaussian processes: Exact asymptotics38 cited
2010Extremes of multidimensional Gaussian processes36 cited
2004Conditional limit theorems for queues with Gaussian input, a weak convergence approach20 cited

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