serval:BIB_5B052B74C681
Comparison Inequalities for Order Statistics of Gaussian Arrays
000404011700006
http://alea.impa.br/english/index_v13.htm
Debicki
K.
author
Hashorva
E.
author
Ji
L.
author
Ling
C.
author
article
2017-02-11
Latin American Journal of Probability and Mathematical Statistics
1980-0436
journal
14
1
93-116
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.
Slepian's inequality
Conjunction probability
Normal comparison in equality
Order statistics process
Mixed Gumbel limit theorem
Lower tail probability
Self-similar Gaussian process
eng
60_published
peer-reviewed
University of Lausanne
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