期刊名称：Latin American Journal of Probability and Mathematical Statistics
电子版ISSN：1980-0436
出版年度：2018
卷号：XV
期号：1
页码：453-478
DOI：10.30757/ALEA.v15-19
出版社：Instituto Nacional De Matemática Pura E Aplicada
摘要：We consider a stationary queueing process QX fed by a centered Gaussianprocess X with stationary increments and variance function satisfying classicalregularity conditions. A criterion when, for a given function f, P(QX(t) > f(t) i.o.)equals 0 or 1 is provided. Furthermore, an Erdös–Révész type law of the iteratedlogarithm is proven for the last passage time ξ(t) = sup{s : 0 s t,QX(s) f(s)}. Both of these findings extend previously known results that were only availablefor the case when X is a fractional Brownian motion.
关键词：Extremes of Gaussian fields; storage processes; Gaussian processes;law of the iterated logarithm.
