Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155928 | Stochastic Processes and their Applications | 2011 | 15 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Krzysztof DÈ©bicki, Kamil TabiÅ,