On the Maxima of Suprema of Dependent Gaussian Models

Ji, L orcid.org/0000-0002-7790-7765 and Peng, X (2023) On the Maxima of Suprema of Dependent Gaussian Models. Queueing Systems: Theory and Applications. ISSN 0257-0130



Copyright, Publisher and Additional Information: © The Author(s). This is an author produced version of an article published in Queueing Systems. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Extreme value; Self-similarity; Gaussian processes; Fractional Brownian motion; Triangular arrays; Pickands constant; Piterbarg constant
  • Accepted: 30 May 2023
  • Published (online): 19 June 2023
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 01 Jun 2023 15:24
Last Modified: 20 Jul 2023 15:01
Status: Published online
Publisher: Springer
Identification Number: https://doi.org/10.1007/s11134-023-09880-0


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Embargoed until: 19 June 2024

Filename: Gaussian-limit-finite-timeR1.pdf

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