Bibliographic Details
| Title: |
On the maxima of suprema of dependent Gaussian models. |
| Authors: |
Ji, Lanpeng1 (AUTHOR), Peng, Xiaofan2 (AUTHOR) xfpeng@uestc.edu.cn |
| Superior Title: |
Queueing Systems. Oct2023, Vol. 105 Issue 1/2, p99-128. 30p. |
| Subject Terms: |
*ASYMPTOTIC distribution, *DEPENDENCE (Statistics), *RANDOM variables, *GAUSSIAN processes, *EXTREME value theory, *TIME perspective |
| Abstract: |
In this paper, we study the asymptotic distribution of the maxima of suprema of dependent Gaussian processes with trend. For different scales of the time horizon we obtain different normalizing functions for the convergence of the maxima. The obtained results not only have potential applications in estimating the delay of certain Gaussian fork-join queueing systems but also provide interesting insights to the extreme value theory for triangular arrays of random variables with row-wise dependence. [ABSTRACT FROM AUTHOR] |
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| Database: |
Academic Search Premier |
