Comparison Inequalities for Order Statistics of Gaussian Arrays
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Publication:2964179
zbMath1358.60055arXiv1503.09094MaRDI QIDQ2964179
Chengxiu Ling, Lanpeng Ji, Krzysztof Dȩbicki, Enkelejd Hashorva
Publication date: 23 February 2017
Full work available at URL: https://arxiv.org/abs/1503.09094
order statistics; lower tail probability; self-similar Gaussian process; Slepian inequality; conjunction probability; normal comparison inequality; Gaussian arrays; mixed Gumbel limit theorem
60G15: Gaussian processes
60E15: Inequalities; stochastic orderings
62G30: Order statistics; empirical distribution functions
60G70: Extreme value theory; extremal stochastic processes
60G18: Self-similar stochastic processes
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Almost sure limit theorem for the order statistics of stationary Gaussian sequences, Almost sure central limit theorems for the maxima of Gaussian functions, The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences, An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process, On generalized Berman constants, Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes, Extremes of stationary random fields on a lattice, The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices
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