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math.PR2020
Generalized Limit Theorems For -max Statistics
Ya. Yu. Nikitin, E. N. Simarova
U-max statistics were introduced by Lao and Mayer in 2008. Instead of averaging the kernel over all possible subsets of the original sample, they considered the maximum of the kern…
math.PR2020
Spectral equivalence of Gaussian random functions: operator approach
A. I. Nazarov, Ya. Yu. Nikitin
We introduce a new approach to the spectral equivalence of Gaussian processes and fields, based on the methods of operator theory in Hilbert space. Besides several new results incl…