论文标题
关于依赖高斯模型的最大值
On the maxima of suprema of dependent Gaussian models
论文作者
论文摘要
在本文中，我们研究了带有趋势的依赖性高斯过程的最大值的渐近分布。对于时间范围的不同尺度，我们获得了最大收敛性的不同归一化函数。所获得的结果不仅具有估计某些高斯叉 - 加入排队系统延迟的潜在应用，而且还为具有行依赖性的随机变量的三角形阵列提供了有趣的见解。
In this paper, we study the asymptotic distribution of the maxima of suprema of dependent Gaussian processes with trend. For different scales of the time horizon we obtain different normalizing functions for the convergence of the maxima. The obtained results not only have potential applications in estimating the delay of certain Gaussian fork-join queueing systems but also provide interesting insights to the extreme value theory for triangular arrays of random variables with row-wise dependence.
