On the supremum distribution of integrated stationary Gaussian processes with negative linear drift (Q4257254)
From MaRDI portal
scientific article; zbMATH DE number 1321757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the supremum distribution of integrated stationary Gaussian processes with negative linear drift |
scientific article; zbMATH DE number 1321757 |
Statements
On the supremum distribution of integrated stationary Gaussian processes with negative linear drift (English)
0 references
9 August 1999
0 references
supremum distribution
0 references
stationary increment with linear drift
0 references
queue length distribution
0 references
extreme value theory
0 references
asymptotic upper bound
0 references
tail probability
0 references
