On the maxima of continuous and discrete time Gaussian order statistics processes

DOI10.1360/N012017-00210zbMath1499.60116arXiv1910.07704MaRDI QIDQ5063959

Zhongquan Tan

Publication date: 21 March 2022

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

Full work available at URL: https://arxiv.org/abs/1910.07704

zbMATH Keywords

extreme valuesGaussian processescontinuous time processdiscrete time processorder statistics processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Related Items (4)

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 on different grids and continuous time of stationary processes ⋮ Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes

This page was built for publication: On the maxima of continuous and discrete time Gaussian order statistics processes