  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.
