scholarly journals Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval

2013 ◽  
Vol 53 (1) ◽  
pp. 91-102 ◽  
Author(s):  
Zhongquan Tan ◽  
Enkelejd Hashorva
Keyword(s):  
Gaussian Processes ◽  
Tail Asymptotics ◽  
Random Interval ◽  
Exact Tail Asymptotics

scholarly journals The Saddle Point Method for the Integral of the Absolute Value of the Brownian Motion

2003 ◽  
Vol DMTCS Proceedings vol. AC,... (Proceedings) ◽  
Author(s):  
Leonid Tolmatz
Keyword(s):  
Distribution Function ◽  
Brownian Motion ◽  
Saddle Point ◽  
Point Method ◽  
Saddle Point Method ◽  
Tail Asymptotics ◽  
Absolute Value ◽  
Exact Tail Asymptotics ◽  
International Audience ◽  
The Absolute

International audience The distribution function of the integral of the absolute value of the Brownian motion was expressed by L.Takács in the form of various series. In the present paper we determine the exact tail asymptotics of this distribution function. The proposed method is applicable to a variety of other Wiener functionals as well.

Exact tail asymptotics for a two-stage queue: Complete solution via kernel method

2017 ◽  
Vol 51 (4) ◽  
pp. 1211-1250
Author(s):  
Hongshuai Dai ◽  
Lingtao Kong ◽  
Yang Song
Keyword(s):  
Kernel Method ◽  
Complete Solution ◽  
Tail Asymptotics ◽  
Two Stage ◽  
Exact Tail Asymptotics

scholarly journals Exact tail asymptotics for fluid models driven by an M/M/c queue

2019 ◽  
Vol 91 (3-4) ◽  
pp. 319-346 ◽  
Author(s):  
Wendi Li ◽  
Yuanyuan Liu ◽  
Yiqiang Q. Zhao
Keyword(s):  
Fluid Models ◽  
Tail Asymptotics ◽  
Exact Tail Asymptotics

Exact tail asymptotics of the supremum attained by a Lévy process

2015 ◽  
Vol 96 ◽  
pp. 180-184 ◽  
Author(s):  
N.M. Asghari ◽  
K. Dȩbicki ◽  
M. Mandjes
Keyword(s):  
Lévy Process ◽  
Levy Process ◽  
Tail Asymptotics ◽  
Exact Tail Asymptotics

scholarly journals Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals

Extremes ◽  
2014 ◽  
Vol 17 (3) ◽  
pp. 411-429 ◽  
Author(s):  
Krzysztof Dębicki ◽  
Enkelejd Hashorva ◽  
Lanpeng Ji
Keyword(s):  
Gaussian Processes ◽  
Tail Asymptotics ◽  
Random Intervals
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