Sample path properties of reflected Gaussian processes

Détails

ID Serval
serval:BIB_E274DCA898D3
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
Sample path properties of reflected Gaussian processes
Périodique
Latin American Journal of Probability and Mathematical Statistics
Auteur⸱e⸱s
Kosiński K.M., Liu P.
ISSN
1980-0436
Statut éditorial
Publié
Date de publication
2018
Peer-reviewed
Oui
Volume
15
Numéro
1
Pages
453
Langue
anglais
Résumé
We consider a stationary queueing process QX fed by a centered Gaussian process X with stationary increments and variance function satisfying classical regularity 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 iterated logarithm 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 available for the case when X is a fractional Brownian motion.
Mots-clé
Statistics and Probability, Statistics and Probability
Open Access
Oui
Création de la notice
28/04/2018 19:32
Dernière modification de la notice
20/08/2019 17:06
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