Comparison Inequalities for Order Statistics of Gaussian Arrays
From MaRDI portal
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
Related Items
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Extremes of vector-valued Gaussian processes: exact asymptotics
- Pickands' constant \(H_{\alpha}\) does not equal \(1/\Gamma(1/\alpha)\), for small \(\alpha\)
- Berman's inequality under random scaling
- Detecting non-simultaneous changes in means of vectors
- On extremal theory for stationary processes
- Extreme value theory for stochastic integrals of Legendre polynomials
- Comparison inequalities for one sided normal probabilities
- Extremes and related properties of random sequences and processes
- Some inequalities for Gaussian processes and applications
- Sojourns and extremes of stationary processes
- Limit distributions for the maxima of stationary Gaussian processes
- A normal comparison inequality and its applications
- Lower tail probabilities for Gaussian processes.
- Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function
- A test for a conjunction
- Comparison and anti-concentration bounds for maxima of Gaussian random vectors
- Extremes of order statistics of stationary processes
- An approximation to cluster size distribution of two Gaussian random fields conjunction with application to fMRI data
- Some new normal comparison inequalities related to Gordon's inequality
- On the probability of conjunctions of stationary Gaussian processes
- Discrete and continuous time extremes of Gaussian processes
- Criteria of Pólya type for radial positive definite functions
- Duration Distribution of the Conjunction of Two Independent F Processes
- Asymptotics of Maxima of Strongly Dependent Gaussian Processes
- Extremes of order statistics of self-similar processes
- Extremes of Homogeneous Gaussian Random Fields
- Random Fields and Geometry
- Upcrossing Probabilities for Stationary Gaussian Processes
- Limit Theorems for the Maximum Term in Stationary Sequences
- A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
