Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function
From MaRDI portal
Publication:1948697
DOI10.1214/12-AAP847zbMath1268.60075arXiv1012.0210MaRDI QIDQ1948697
Publication date: 24 April 2013
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.0210
Gaussian processes; Pickands constants; random multiplicative functions; bounds on tail probabilities
60G15: Gaussian processes
60G70: Extreme value theory; extremal stochastic processes
11N64: Other results on the distribution of values or the characterization of arithmetic functions
Related Items
Extremes ofγ-reflected Gaussian processes with stationary increments, On Extremal Index of max-stable stationary processes, On mean values of random multiplicative functions, Partial sums of random multiplicative functions and extreme values of a model for the Riemann zeta function, On the distribution of maximum of multivariate normal random vectors, MOMENTS OF RANDOM MULTIPLICATIVE FUNCTIONS, I: LOW MOMENTS, BETTER THAN SQUAREROOT CANCELLATION, AND CRITICAL MULTIPLICATIVE CHAOS, Extremes of nonstationary Gaussian fluid queues, Some open questions in analysis for Dirichlet series, Quadratic characters with positive partial sums, Sign changes of the partial sums of a random multiplicative function, On the random Chowla conjecture, Better than square-root cancellation for random multiplicative functions, Extremes of a class of nonhomogeneous Gaussian random fields, Partial sums of biased random multiplicative functions, On asymptotic constants in the theory of extremes for Gaussian processes, Extremes of threshold-dependent Gaussian processes, Extremal behavior of hitting a cone by correlated Brownian motion with drift, Generalized Pickands constants and stationary max-stable processes, On generalised Piterbarg constants, Multiplicative functions supported on the \(k\)-free integers with small partial sums, An almost sure upper bound for random multiplicative functions on integers with a large prime factor, A note on multiplicative functions resembling the Möbius function, The time of ultimate recovery in Gaussian risk model, A model problem for multiplicative chaos in number theory, A Note on Helson’s Conjecture on Moments of Random Multiplicative Functions, Comparison Inequalities for Order Statistics of Gaussian Arrays, Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields, HELSON'S PROBLEM FOR SUMS OF A RANDOM MULTIPLICATIVE FUNCTION
Cites Work
- A note on upper estimates for Pickands constants
- Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
- Extremes and related properties of random sequences and processes
- A normal comparison inequality and its applications
- Random factorizations and Riemann's hypothesis
- Summation of a random multiplicative function on numbers having few prime factors
- Random Multiplicative Functions in Short Intervals
- On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise
- Simulation of the Asymptotic Constant in Some Fluid Models
- On mean values of random multiplicative functions
- Upcrossing Probabilities for Stationary Gaussian Processes
- Asymptotic Properties of the Maximum in a Stationary Gaussian Process
- A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item