5 citations · 7 across the 3 of their papers we have counts for
3 papers
math.PR2015
On maxima of chi-processes over threshold dependent grids
Chengxiu Ling, Zhongquan Tan
In this paper, with motivation from [30] by Piterbarg (Extremes 7:161--177, 2004) and the considerable interest in stationary chi-processes, we derive asymptotic joint distribution…
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…
math-ph2015★ 2 cited
Approximations of Weyl fractional-order integrals with insurance applications
Chengxiu Ling, Zuoxiang Peng
In this paper, we investigate the approximations of generalized Weyl fractional-order integrals in extreme value theory framework. We present three applications of our asymptotic r…