On the supremum distribution of integrated stationary Gaussian processes with negative linear drift

Advances in Applied Probability

Volumn 31, Issue 1, 1999, Pages 135-157

  Choe, Jinwoo ^b   Shroff, Ness B ^a  

^a PURDUE UNIVERSITY   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC STABILITY; PROBLEM SOLVING; QUEUEING THEORY;

EXTREME VALUE THEORY; GAUSSIAN PROCESS; QUEUE LENGTH DISTRIBUTIONS; SUPREMUM DISTRIBUTIONS; TAIL PROBABILITY;

PROBABILITY DISTRIBUTIONS;

EID: 85038057562     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800008995     Document Type: Article

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