15 citations · 45 across the 16 of their papers we have counts for
16 papers
On the maxima of nonstationary random fields subject to missing observations
Shengchao Zheng, Zhongquan Tan
Motivated by the papers of Mladenovc and Piterbarg (2006), Krajka (2011) and Pereira and Tan (2017), we study the limit properties for the maxima from nonstationary random fields s…
The asymptotic distribution of maxima of stationary random sequences under random replacing
Yuwei Li, Zhongquan Tan
In this paper, we investigated the effect on extreme of random replacing for a stationary sequence satisfying a type of long dependent condition and a local dependent condition, an…
On the extreme order statistics for stationary Gaussian sequences subject to random missing observations
Yuan Fang, Zhongquan Tan
Let be a sequence of stationary Gaussian variables and suppose that only some of the random variables from can be observed. In this pa…
The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences
Zhijun Ning, Zhongquan Tan
In this paper, we study the asymptotic relation between the first crossing point and the last exit time for Gaussian order statistics which are generated by stationary weakly and s…
On the distributional expansions of powered extremes from Maxwell distribution
Jianwen Huang, Xinling Liu, Jianjun Wang +3
In this paper, asymptotic expansions of the distributions and densities of powered extremes for Maxwell samples are considered. The results show that the convergence speeds of norm…
On the maxima of continuous and discrete time Gaussian order statistics processes
Zhongquan Tan
In this paper, we study the asymptotic relation between the maximum of acontinuous order statistics process formed by stationary Gaussian processesand the maximum of this process s…
Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics
Zhongquan Tan, Shengchao Zheng
Let with some positive constants be a centered Gaussian random field with variance function satisfying $σ^{2}(τ,s)=σ^{2…
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…
Almost sure convergence for the maximum of nonstationary random fields
Luísa Pereira, Zhongquan Tan
We obtain an almost sure limit theorem for the maximum of nonstationary random fields under some dependence conditions.
On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
Zhongquan Tan, Kaiyong Wang
Motivated by the papers of Piterbarg (2004) and Hüsler (2004), in this paper the asymptotic relation between the maximum of a continuous dependent homogeneous Gaussian random field…
Limit laws on extremes of non-homogeneous Gaussian random fields
Zhongquan Tan
In this paper, by using the exact tail asymptotics derived by Debicki, Hashorva and Ji (Ann. Probab. 2014), we proved the Gumbel limit theorem for the maximum of a class of non-hom…
Piterbarg's max-discretisation theorem for stationary vector Gaussian processes observed on different grids
E. Hashorva, Z. Tan
In this paper we derive Piterbarg's max-discretisation theorem for two different grids considering centered stationary vector Gaussian processes. So far in the literature results i…
On Piterbarg Max-discretisation Theorem for Multivariate Stationary Gaussian Processes
Z. Tan, E. Hashorva
Let be a stationary Gaussian process with zero-mean and unit variance. A deep result derived in Piterbarg (2004), which we refer to as Piterbarg's max-discretisa…
Asymptotics of maxima of strongly dependent Gaussian processes
Z. Tan, E. Hashorva, Z. Peng
Let be a sequence of centered dependent stationary Gaussian processes. The limit distribution of is e…
Finite-time ruin probability of aggregate Gaussian processes
Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji +1
Let be an aggregate Gaussian risk process with independent Gaussian processes satisfying Piterbarg conditions an…
Large Deviations of Shepp Statistics for Fractional Brownian Motion
Enkelejd Hashorva, Zhongquan Tan
Define the incremental fractional Brownian field , where is a standard fractional Brownian motion with Hurst index . In this…