An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process (Q1745279)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process |
scientific article |
Statements
An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process (English)
0 references
20 April 2018
0 references
In this paper, an Erdős-Révéz-type law of the iterated logarithm lower bound on \(\xi_p(t)\) is proved, where \(\xi_p(t):=\sup_{0\leq s\leq t}\{X_{r:n}(s)\geq f_p(s)\}\), \(X_{r:n}\) is the order statistics process with respect to a stationary Gaussian process \(X(t)\), and \(f_p(t)\), \(p>1\), is a family of some functions.
0 references
extremes of Gaussian processes
0 references
order statistics process
0 references
law of the iterated logarithm
0 references
0 references