Shao's theorem on the maximum of standardized random walk increments for multidimensional arrays

DOI10.1051/ps:2008020zbMath1188.60014OpenAlexW2117654101MaRDI QIDQ5851029

Zakhar Kabluchko, Axel Munk

Publication date: 21 January 2010

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/245076

zbMATH Keywords

Erdős-Rényi lawalmost sure convergencestandardized incrementsmultidimensional i.i.d. array

Mathematics Subject Classification ID

Random fields (60G60) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (max. 100)

Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences ⋮ Locally adaptive image denoising by a statistical multiresolution criterion ⋮ Statistical multiresolution Dantzig estimation in imaging: fundamental concepts and algorithmic framework ⋮ Extremes of the standardized Gaussian noise ⋮ Statistical multiresolution estimation for variational imaging: with an application in Poisson-biophotonics ⋮ Limiting distribution for the maximal standardized increment of a random walk ⋮ Multiscale Change Point Inference

Uses Software

• ftnonpar

Cites Work

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