activity
20152020
most citedOn the maxima of continuous and discrete time Gaussian order statistics processes

5 citations · 6 across the 4 of their papers we have counts for

collaborators

5 papers

math.PR2020

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…

math.PR20195 cited

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…

math.PR2019

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…

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.PR20151 cited

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…