Order statistics of vectors with dependent coordinates, and the Karhunen-Loève basis
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Publication:1617120
DOI10.1214/17-AAP1321zbMath1405.62049arXiv1609.02126OpenAlexW2963390312MaRDI QIDQ1617120
Konstantin Tikhomirov, Alexander E. Litvak
Publication date: 7 November 2018
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.02126
Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Signal detection and filtering (aspects of stochastic processes) (60G35)
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