2022/11/08 by Lanpeng Ji, Ji, Lanpeng, Xiaofan Peng +1
Business, Management and Accounting · Computer Science · Decision Sciences · #60G15 #60G70 #Advanced Queuing Theory Analysis #Bayesian Methods and Mixture Models #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.2211.04156
openalex publication_date 2022/11/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.