Debicki, K, Hashorva, E, Ji, L orcid.org/0000-0002-7790-7765 et al. (1 more author) (2017) Comparison inequalities for order statistics of Gaussian arrays. ALEA : Latin American Journal of Probability and Mathematical Statistics, 14. pp. 93-116. ISSN 1980-0436
Abstract
Normal comparison lemma and Slepian’s inequality are essential tools for the analysis of extremes of Gaussian processes. In this paper we show that the Normal comparison lemma for Gaussian vectors can be extended to order statistics of Gaussian arrays. Our applications include the derivation of mixed Gumbel limit laws for the order statistics of stationary Gaussian processes and the investigation of lower tail behavior of order statistics of self-similar Gaussian processes.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | Reproduced in accordance with the publisher's self-archiving policy. |
Dates: |
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Institution: | The University of Leeds |
Academic Units: | The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds) |
Depositing User: | Symplectic Publications |
Date Deposited: | 21 Nov 2018 10:46 |
Last Modified: | 12 Jun 2019 09:36 |
Published Version: | http://alea.impa.br/english/index_v14.htm |
Status: | Published |
Publisher: | Instituto Nacional de Matemática Pura e Aplicada |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:138931 |