5 citations · 6 across the 2 of their papers we have counts for
2 papers
math.PR2015★ 1 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.PR2015★ 5 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…