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  • 标题:Sample path properties of reflected Gaussian processes
  • 本地全文:下载
  • 作者:Kamil Marcin Kosiński ; Peng Liu
  • 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;
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