5 citations · 7 across the 4 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
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…