Comparison Inequalities for Order Statistics of Gaussian Arrays

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Etat: Public
Version: de l'auteur⸱e
Licence: Non spécifiée
ID Serval
serval:BIB_5B052B74C681
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
Comparison Inequalities for Order Statistics of Gaussian Arrays
Périodique
Latin American Journal of Probability and Mathematical Statistics
Auteur⸱e⸱s
Debicki K., Hashorva E., Ji L., Ling C.
ISSN
1980-0436
Statut éditorial
Publié
Date de publication
11/02/2017
Peer-reviewed
Oui
Volume
14
Numéro
1
Pages
93-116
Langue
anglais
Résumé
Normal comparison lemma and Slepian's inequality are essential tools for the analysis of extremes of Gaussian processes. In this paper we show that the Normal comparison lemma for Gaussian vectors can be extended to order statistics of Gaussian arrays. Our applications include the derivation of mixed Gumbel limit laws for the order statistics of stationary Gaussian processes and the investigation of lower tail behavior of order statistics of self-similar Gaussian processes.
Mots-clé
Slepian's inequality, Conjunction probability, Normal comparison in equality, Order statistics process, Mixed Gumbel limit theorem, Lower tail probability, Self-similar Gaussian process
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Création de la notice
09/01/2017 8:50
Dernière modification de la notice
21/11/2022 8:26
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