31 citations · 77 across the 11 of their papers we have counts for
11 papers
Extremes of vector-valued Gaussian processes: exact asymptotics
Krzysztof Dȩbicki, Enkelejd Hashorva, Lanpeng Ji +1
Let be mutually independent centered Gaussian processes with almost surely continuous sample paths. We derive the exact asymptotics of $$ P\left(\ex…
Comparison Inequalities for Order Statistics of Gaussian Arrays
K. Debicki, E. Hashorva, L. Ji +1
Normal comparison lemma and Slepian's inequality are essential tools in the study of Gaussian processes. In this paper we extend normal comparison lemma and derive various related…
Asymptotics of the convex hull of spherical samples
Enkelejd Hashorva
In this paper we consider the convex hull of a spherically symmetric sample in . Our main contributions are some new asymptotic results for the expectation of the number of ve…
Piterbarg's max-discretisation theorem for stationary vector Gaussian processes observed on different grids
E. Hashorva, Z. Tan
In this paper we derive Piterbarg's max-discretisation theorem for two different grids considering centered stationary vector Gaussian processes. So far in the literature results i…
Tail Behaviour of Weighted Sums of Order Statistics of Dependent Risks
Enkelejd Hashorva, Jinzhi Li
Let be real-valued dependent random variables. With motivation from Mitra and Resnick (2009), we derive the tail asymptotic expansion for the weighted sum…
Tail asymptotics of randomly weighted large risks
Alexandru V. Asimit, Enkelejd Hashorva, Dominik Kortschak
In this paper we are concerned with a sample of asymptotically independent risks. Tail asymptotic probabilities for linear combinations of randomly weighted order statistics are ap…