7 citations · 22 across the 17 of their papers we have counts for
Showing 2015 · math.PRShow all
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math.PR2015★ 2 cited
Extremes and Limit Theorems for Difference of Chi-type processes
P. Albin, E. Hashorva, L. Ji +1
Let be random processes defined as the differences of two independent stationary chi-type processes with and degrees of freedom. In appl…
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…