most citedLimit Laws for Extremes of Dependent Stationary Gaussian Arrays

31 citations · 77 across the 11 of their papers we have counts for

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11 papers

math.PR20151 cited

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…

math.PR20155 cited

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…

math.PR20144 cited

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…

math.PR20141 cited

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…

math.PR20141 cited

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…

math.PR20141 cited

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…