Large deviations of bivariate Gaussian extrema
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Publication:2297813
DOI10.1007/s11134-019-09632-zzbMath1432.60038arXiv1903.11370OpenAlexW2980637612WikidataQ127031538 ScholiaQ127031538MaRDI QIDQ2297813
Harsha Honnappa, Remco van der Hofstad
Publication date: 20 February 2020
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.11370
large deviationsextreme value theorybivariate normal distributionsnetworks of infinite server queues
Extreme value theory; extremal stochastic processes (60G70) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10)
Related Items (3)
Extrema of multi-dimensional Gaussian processes over random intervals ⋮ Moderate deviations inequalities for Gaussian process regression ⋮ Exact asymptotics of component-wise extrema of two-dimensional Brownian motion
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