Extremes of order statistics of self-similar processes

DOI10.1360/012016-15zbMath1499.60121arXiv1412.3934OpenAlexW2963345675MaRDI QIDQ5063727

Chengxiu Ling, Zuo Xiang Peng

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.3934

zbMATH Keywords

self-similar processesmean sojourn timeskew-Gaussian processorder-statistic processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Self-similar stochastic processes (60G18)

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Comparison Inequalities for Order Statistics of Gaussian Arrays

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