Sample path properties of reflected Gaussian processes
Probability
2018-05-22 v2
Abstract
We consider a stationary queueing process fed by a centered Gaussian process with stationary increments and variance function satisfying classical regularity conditions. A criterion when, for a given function , equals 0 or 1 is provided. Furthermore, an Erd\"os-R\'ev\'esz type law of the iterated logarithm is proven for the last passage time . Both of these findings extend previously known results that were only available for the case when is a fractional Brownian motion.
Cite
@article{arxiv.1711.01165,
title = {Sample path properties of reflected Gaussian processes},
author = {Kamil Marcin Kosiński and Peng Liu},
journal= {arXiv preprint arXiv:1711.01165},
year = {2018}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1612.09229