Some new normal comparison inequalities related to Gordon's inequality

DOI10.1016/J.SPL.2014.02.006MaRDI QIDQ2453885zbMATH OpenOpenAlexFDO

Authors Dawei Lu, Xiaoguang Wang

Publication date 11 June 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.02.006

zbMATH Keywords

comparison inequalitySlepian's inequalityGordon's inequality

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Brownian motion (60J65)

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Cites work

• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 782652 (Why is no real title available?)
• scientific article; zbMATH DE number 3259552 (Why is no real title available?)
• A normal comparison inequality and its applications
• Comparison inequalities for one sided normal probabilities
• Excursions above high levels for stationary Gaussian processes
• Limit Theorems for the Maximum Term in Stationary Sequences
• Some inequalities for Gaussian processes and applications
• The first exit time for a Bessel process from the minimum and maximum random domains
• The first exit time of a Brownian motion from the Minimum and maximum parabolic domains

Cited in

(6)

• Une inegalité du type de Slepian et Gordon sur les processus gaussiens. (An inequality of Slepian and Gordon type for Gaussian processes)
• Comparison inequalities for order statistics of Gaussian arrays
• Convergence of exceedance point processes of normal sequences with a seasonal component and its applications
• A normal comparison inequality and its applications
• Comparison inequalities for one sided normal probabilities
• Limit properties of exceedance point processes of strongly dependent normal sequences

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