Comparison Inequalities for Order Statistics of Gaussian Arrays

zbMath1358.60055arXiv1503.09094MaRDI QIDQ2964179

Chengxiu Ling, Lanpeng Ji, Krzysztof Dȩbicki, Enkelejd Hashorva

Publication date: 23 February 2017

Full work available at URL: https://arxiv.org/abs/1503.09094

zbMATH Keywords

order statisticslower tail probabilityself-similar Gaussian processSlepian inequalityconjunction probabilitynormal comparison inequalityGaussian arraysmixed Gumbel limit theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Self-similar stochastic processes (60G18)

Related Items (8)

Almost sure limit theorem for the order statistics of stationary Gaussian sequences ⋮ Almost sure central limit theorems for the maxima of Gaussian functions ⋮ The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices ⋮ The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences ⋮ On generalized Berman constants ⋮ 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 ⋮ Extremes of stationary random fields on a lattice

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