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An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process - MaRDI portal

An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process (Q1745279)

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An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process
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    An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process (English)
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    20 April 2018
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    In this paper, an Erdős-Révéz-type law of the iterated logarithm lower bound on \(\xi_p(t)\) is proved, where \(\xi_p(t):=\sup_{0\leq s\leq t}\{X_{r:n}(s)\geq f_p(s)\}\), \(X_{r:n}\) is the order statistics process with respect to a stationary Gaussian process \(X(t)\), and \(f_p(t)\), \(p>1\), is a family of some functions.
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    extremes of Gaussian processes
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    order statistics process
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    law of the iterated logarithm
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