Some new normal comparison inequalities related to Gordon's inequality

DOI10.1016/j.spl.2014.02.006zbMath1296.60042OpenAlexW2016801352MaRDI QIDQ2453885

Dawei Lu, Xiaoguang Wang

Publication date: 11 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.02.006

zbMATH Keywords

comparison inequalitySlepian's inequalityGordon's inequality

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Brownian motion (60J65)

Related Items (3)

Convergence of exceedance point processes of normal sequences with a seasonal component and its applications ⋮ Limit properties of exceedance point processes of strongly dependent normal sequences ⋮ Comparison Inequalities for Order Statistics of Gaussian Arrays

Cites Work

• The first exit time of a Brownian motion from the Minimum and maximum parabolic domains
• The first exit time for a Bessel process from the minimum and maximum random domains
• Comparison inequalities for one sided normal probabilities
• Some inequalities for Gaussian processes and applications
• A normal comparison inequality and its applications
• Excursions above high levels for stationary Gaussian processes
• Limit Theorems for the Maximum Term in Stationary Sequences
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