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Queues, collisions and extremes of integral mean of stationary Gaussian processes

Debicki, K (Wroclaw)
Tuesday 04 May 2010, 15:00-16:00

Seminar Room 1, Newton Institute


Let {Z(t):t>0} be a centered stationary Gaussian process with continuous sample paths a.s. The talk will be focused on the analysis of the asymptotics of P(sup{(1/t)\int_0^t Z(s)ds>u) as u->oo. As an application of the considered problem, we will derive the exact asymptotics of - the probability of buffer emptiness for a Gaussian fluid gueue under many-sources regime; - the probability of a collision of differentiable Gaussian stochastic processes with stationary increments. The talk is based on a joint work with Kamil Tabi's.


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