On the maxima of suprema of dependent Gaussian models

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...

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Veröffentlicht in:	Queueing systems 2023-10, Vol.105 (1-2), p.99-128
Hauptverfasser:	Ji, Lanpeng, Peng, Xiaofan
Format:	Artikel
Sprache:	eng
Schlagworte:	Arrays Brownian motion Business and Management Computer Communication Networks Control Extreme value theory Extreme values Gaussian process Operations Research/Decision Theory Probability Theory and Stochastic Processes Queuing theory Random variables Supply Chain Management Systems Theory
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