Asymptotics of supremum distribution of a Gaussian process over a Weibullian time

Marek Arendarczyk, Krzysztof Dȩbicki

Let $\{X(t):t\in [0,\infty )\}$ be a centered Gaussian process with stationary increments and variance function ${\sigma }_X^2(t)$. We study the exact asymptotics of ${\mathbb{P}}(\sup_{t\in…