Article ID Journal Published Year Pages File Type
1155928 Stochastic Processes and their Applications 2011 15 Pages PDF
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
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