University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Queues, collisions and extremes of integral mean of stationary Gaussian processes

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

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Mustapha Amrani.

Stochastic Processes in Communication Sciences

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.

This talk is part of the Isaac Newton Institute Seminar Series series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2024 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity