Extremes of order statistics of stationary processes
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Publication:2351812
DOI10.1007/s11749-014-0404-4zbMath1317.60064arXiv1403.7354OpenAlexW2127794836MaRDI QIDQ2351812
Chengxiu Ling, Enkelejd Hashorva, Krzysztof Dȩbicki, Lanpeng Ji
Publication date: 26 June 2015
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.7354
order statisticsstationary processesextremesGumbel limit theoremAlbin conditionsskew-Gaussian process
Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)
Related Items (10)
Almost sure central limit theorems for the maxima of Gaussian functions ⋮ The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences ⋮ Extremes of vector-valued Gaussian processes: exact asymptotics ⋮ An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process ⋮ Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes ⋮ On Extremal Index of max-stable stationary processes ⋮ Limit laws on extremes of nonhomogeneous Gaussian random fields ⋮ Extremes of stationary random fields on a lattice ⋮ Comparison Inequalities for Order Statistics of Gaussian Arrays ⋮ Extremes of order statistics of stationary processes
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