TY - JOUR
T1 - Extremes of order statistics of stationary processes
AU - Dȩbicki, Krzysztof
AU - Hashorva, Enkelejd
AU - Ji, Lanpeng
AU - Ling, Chengxiu
N1 - Publisher Copyright:
© 2014, Sociedad de Estadística e Investigación Operativa.
PY - 2015/6/26
Y1 - 2015/6/26
N2 - Let (Formula presented.) be independent copies of a stationary process (Formula presented.). For given positive constants u,T, define the set of rth conjunctions (Formula presented.) with (Formula presented.) the rth largest order statistics of (Formula presented.). In numerous applications such as brain mapping and digital communication systems, of interest is the approximation of the probability that the set of conjunctions (Formula presented.) is not empty. Imposing the Albin’s conditions on X, in this paper we obtain an exact asymptotic expansion of this probability as u tends to infinity. Furthermore, we establish the tail asymptotics of the supremum of the order statistics processes of skew-Gaussian processes and a Gumbel limit theorem for the minimum order statistics of stationary Gaussian processes.
AB - Let (Formula presented.) be independent copies of a stationary process (Formula presented.). For given positive constants u,T, define the set of rth conjunctions (Formula presented.) with (Formula presented.) the rth largest order statistics of (Formula presented.). In numerous applications such as brain mapping and digital communication systems, of interest is the approximation of the probability that the set of conjunctions (Formula presented.) is not empty. Imposing the Albin’s conditions on X, in this paper we obtain an exact asymptotic expansion of this probability as u tends to infinity. Furthermore, we establish the tail asymptotics of the supremum of the order statistics processes of skew-Gaussian processes and a Gumbel limit theorem for the minimum order statistics of stationary Gaussian processes.
KW - Albin’s conditions
KW - Conjunction
KW - Generalized Albin constant
KW - Gumbel limit theorem
KW - Order statistics process
KW - Skew-Gaussian process
UR - http://www.scopus.com/inward/record.url?scp=84929841954&partnerID=8YFLogxK
U2 - 10.1007/s11749-014-0404-4
DO - 10.1007/s11749-014-0404-4
M3 - Article
AN - SCOPUS:84929841954
SN - 1133-0686
VL - 24
SP - 229
EP - 248
JO - Test
JF - Test
IS - 2
ER -