Extremes of order statistics of stationary processes

Details

Ressource 1Download: BIB_B72995471630.P001.pdf (369.86 [Ko])
State: Public
Version: author
License: Not specified
Serval ID
serval:BIB_B72995471630
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Extremes of order statistics of stationary processes
Journal
TEST
Author(s)
Dȩbicki  K., Hashorva  E., Ji  L., Ling  C.
ISSN
1133-0686 (Print)
1863-8260 (Electronic)
Publication state
Published
Issued date
01/2015
Peer-reviewed
Oui
Volume
24
Number
2
Pages
229-248
Language
english
Abstract
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.
Keywords
Conjunction, Order statistics process, Albin's conditions, Generalized Albin constant, Skew-Gaussian process, Gumbel limit theorem
Web of science
Create date
24/09/2014 19:52
Last modification date
20/08/2019 15:25
Usage data