Some asymptotic results on extremes of Shepp statistics for Gaussian random walk

DOI10.11845/SXJZ.2013031BzbMATH Open1340.60057MaRDI QIDQ3194445FDOQ3194445

Authors: Zhongquan Tan 

Publication date: 28 October 2015

Recommendations

• Extremes of Shepp statistics for Gaussian random walk
• scientific article; zbMATH DE number 5005219
• Extreme order statistics of random walks
• Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics
• Large deviations of Shepp statistics

zbMATH Keywords

Shepp statisticsGaussian random walkalmost sure limit theoremextreme

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

Cited In (6)

• Shao's theorem on the maximum of standardized random walk increments for multidimensional arrays
• Large deviations of Shepp statistics
• Title not available (Why is that?)
• On large deviations for the Shepp statistic
• Extremes of Shepp statistics for Gaussian random walk
• Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics

This page was built for publication: Some asymptotic results on extremes of Shepp statistics for Gaussian random walk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3194445)