A normal comparison inequality and its applications
From MaRDI portal
Publication:1606048
DOI10.1007/s004400100176zbMath1004.60031OpenAlexW1981891714MaRDI QIDQ1606048
Publication date: 29 July 2002
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400100176
law of the iterated logarithmBrownian particlesestimates of principal eigenvaluesfractional Brownian particlesrandom pursuit problem
Related Items
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model, Energy landscape for large average submatrix detection problems in Gaussian random matrices, Lower tail probabilities for Gaussian processes., Convergence of exceedance point processes of normal sequences with a seasonal component and its applications, Almost sure limit theorems for a stationary normal sequence, Global testing against sparse alternatives in time-frequency analysis, ALMOST SURE CENTRAL LIMIT THEOREMS OF THE PARTIAL SUMS AND MAXIMA FROM COMPLETE AND INCOMPLETE SAMPLES OF STATIONARY SEQUENCES, Random polynomials having few or no real zeros, Leadership exponent in the pursuit problem for 1-D random particles, Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids, Asymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded cases, Orderings of weakly correlated random variables, and prime number races with many contestants, Survival exponents for some Gaussian processes, The first exit time of a Brownian motion from an unbounded convex domain, In Memory of Wenbo V. Li’s Contributions, Moment ratio inequality of bivariate Gaussian distribution and three-dimensional Gaussian product inequality, Limit results on finite-dimensional Gaussian random fields, Estimating the proportion of signal variables under arbitrary covariance dependence, Universality of the asymptotics of the one-sided exit problem for integrated processes, Uniform accuracy of the maximum likelihood estimates for probabilistic models of biological sequences, Second- and higher-order Gaussian anticoncentration inequalities and error bounds in Slepian's comparison theorem, The asymptotic distribution of the maxima of a Gaussian random field on a lattice, Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function, Almost sure central limit theorem for a nonstationary Gaussian sequence, Almost sure limit theorems for the maxima of some strongly dependent Gaussian sequences, Extreme value analysis of empirical frame coefficients and implications for denoising by soft-thresholding, On almost sure max-limit theorems of complete and incomplete samples from stationary sequences, Some new normal comparison inequalities related to Gordon's inequality, No zero-crossings for random polynomials and the heat equation, Gradual diffusive capture: slow death by many mosquito bites, Path properties of \(l^p\)-valued Gaussian random fields, Limit properties of exceedance point processes of strongly dependent normal sequences, Asymptotic Poisson character of extremes in non-stationary Gaussian models, Almost sure max-limits for nonstationary Gaussian sequence, Persistence Probabilities and Exponents, Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes, Persistence probability of random Weyl polynomial, Stochastic orderings of multivariate elliptical distributions, Moduli of continuity for \(l^{\infty}\)-values Gaussian random fields, Comparison inequalities for one sided normal probabilities, Comparison Inequalities for Order Statistics of Gaussian Arrays, Comparison and anti-concentration bounds for maxima of Gaussian random vectors
