Extremes of stationary Gasussian storage models

Krzysztof Dȩbicki, Peng Liu

For the stationary storage process $\{Q(t),t\ge 0\}$, with $Q(t)={\sup }_{s\ge t}\left(X(s)-X(t)-c(s-t{)}^{\beta }\right),$ where $\{X(t),t\ge 0\}$ is a centered Gaussian process with stat…