Extremes of order statistics of stationary processes

Détails

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Etat: Public
Version: de l'auteur⸱e
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ID Serval
serval:BIB_B72995471630
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
Extremes of order statistics of stationary processes
Périodique
TEST
Auteur⸱e⸱s
Dȩbicki  K., Hashorva  E., Ji  L., Ling  C.
ISSN
1133-0686 (Print)
1863-8260 (Electronic)
Statut éditorial
Publié
Date de publication
01/2015
Peer-reviewed
Oui
Volume
24
Numéro
2
Pages
229-248
Langue
anglais
Résumé
Let be independent copies of a stationary process . For given positive constants , define the set of th conjunctions with the th largest order statistics of . In numerous applications such as brain mapping and digital communication systems, of interest is the approximation of the probability that the set of conjunctions is not empty. Imposing the Albin's conditions on , in this paper we obtain an exact asymptotic expansion of this probability as tends to infinity. Furthermore, we establish the tail asymptotics of the supremum of the order statistics processes of skew-Gaussian processes and a Gumbel limit theorem for the minimum order statistics of stationary Gaussian processes.
Mots-clé
Conjunction, Order statistics process, Albin's conditions, Generalized Albin constant, Skew-Gaussian process, Gumbel limit theorem
Web of science
Création de la notice
24/09/2014 20:52
Dernière modification de la notice
20/08/2019 16:25
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