Z. Tan

activity

20132023

most citedOn Piterbarg Max-discretisation Theorem for Multivariate Stationary Gaussian Processes

15 citations · 45 across the 16 of their papers we have counts for

collaborators

Showing 2019Show all

2 papers · 1 filter

math.PR2019★ 5 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 ${Z (τ, s), (τ, s) \in [a, b] \times [0, T]}$ with some positive constants $a, b, T$ be a centered Gaussian random field with variance function $σ^{2} (τ, s)$ satisfying $σ^{2}(τ,s)=σ^{2…