116 citations
- Zhejiang UniversityCN14 papers
- State Key Laboratory of Modern Optical InstrumentsCN9 papers
- Chinese Academy of SciencesCN7 papers
- Shanghai UniversityCN7 papers
- University of Chinese Academy of SciencesCN4 papers
- Yunnan ObservatoriesCN4 papers
- Australian National UniversityAU3 papers
- Institute of Applied Physics and Computational MathematicsCN3 papers
- National Astronomical ObservatoriesCN3 papers
- Peking UniversityCN3 papers
- Shanxi UniversityCN3 papers
- University of St AndrewsGB3 papers
7 papers · 1 filter
On the maxima of continuous and discrete time Gaussian order statistics processes
Zhongquan Tan
In this paper, we study the asymptotic relation between the maximum of acontinuous order statistics process formed by stationary Gaussian processesand the maximum of this process s…
Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics
Zhongquan Tan, Shengchao Zheng
Let with some positive constants be a centered Gaussian random field with variance function satisfying $σ^{2}(τ,s)=σ^{2…
Almost sure convergence for the maximum of nonstationary random fields
Luísa Pereira, Zhongquan Tan
We obtain an almost sure limit theorem for the maximum of nonstationary random fields under some dependence conditions.
On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
Zhongquan Tan, Kaiyong Wang
Motivated by the papers of Piterbarg (2004) and Hüsler (2004), in this paper the asymptotic relation between the maximum of a continuous dependent homogeneous Gaussian random field…
Limit laws on extremes of non-homogeneous Gaussian random fields
Zhongquan Tan
In this paper, by using the exact tail asymptotics derived by Debicki, Hashorva and Ji (Ann. Probab. 2014), we proved the Gumbel limit theorem for the maximum of a class of non-hom…
On Piterbarg Max-discretisation Theorem for Multivariate Stationary Gaussian Processes
Z. Tan, E. Hashorva
Let be a stationary Gaussian process with zero-mean and unit variance. A deep result derived in Piterbarg (2004), which we refer to as Piterbarg's max-discretisa…