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Queueing Systems
Published in: Queueing Systems 1-2/2023

19-06-2023

On the maxima of suprema of dependent Gaussian models

Authors: Lanpeng Ji, Xiaofan Peng

Published in: Queueing Systems | Issue 1-2/2023

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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.
previous article Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input
next article On the speed of convergence of Piterbarg constants

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Metadata
Title
On the maxima of suprema of dependent Gaussian models
Authors
Lanpeng Ji
Xiaofan Peng
Publication date
19-06-2023
Publisher
Springer US
Published in
Queueing Systems / Issue 1-2/2023
Print ISSN: 0257-0130
Electronic ISSN: 1572-9443
DOI
https://doi.org/10.1007/s11134-023-09880-0

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