随机过程极端分布的严格单调性

IF 0.9 4区 数学 Q3 STATISTICS & PROBABILITY Statistics & Probability Letters Pub Date : 2024-11-04 DOI:10.1016/j.spl.2024.110292
Lijian Yang
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引用次数: 0

摘要

对于由具有独立随机系数的有界函数序列组成的过程的极值分布,特别是紧凑度量空间上的零均值连续高斯过程,证明了严格的单调性。这些结果广泛应用于未知函数的全局推断问题。
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Strict monotonicity of stochastic process extreme distributions
Strict monotonicity is proved for the distributions of extremes of processes consisting of series of bounded function with independent random coefficients, in particular for zero mean continuous Gaussian processes over compact metric space. These results have wide applications to global inference problems on unknown functions.
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来源期刊
Statistics & Probability Letters
Statistics & Probability Letters 数学-统计学与概率论
CiteScore
1.60
自引率
0.00%
发文量
173
审稿时长
6 months
期刊介绍: Statistics & Probability Letters adopts a novel and highly innovative approach to the publication of research findings in statistics and probability. It features concise articles, rapid publication and broad coverage of the statistics and probability literature. Statistics & Probability Letters is a refereed journal. Articles will be limited to six journal pages (13 double-space typed pages) including references and figures. Apart from the six-page limitation, originality, quality and clarity will be the criteria for choosing the material to be published in Statistics & Probability Letters. Every attempt will be made to provide the first review of a submitted manuscript within three months of submission. The proliferation of literature and long publication delays have made it difficult for researchers and practitioners to keep up with new developments outside of, or even within, their specialization. The aim of Statistics & Probability Letters is to help to alleviate this problem. Concise communications (letters) allow readers to quickly and easily digest large amounts of material and to stay up-to-date with developments in all areas of statistics and probability. The mainstream of Letters will focus on new statistical methods, theoretical results, and innovative applications of statistics and probability to other scientific disciplines. Key results and central ideas must be presented in a clear and concise manner. These results may be part of a larger study that the author will submit at a later time as a full length paper to SPL or to another journal. Theory and methodology may be published with proofs omitted, or only sketched, but only if sufficient support material is provided so that the findings can be verified. Empirical and computational results that are of significant value will be published.
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A supplement to the large deviations of infinite weighted sums of heavy tailed random variables On harmonic oscillator hazard functions Ruin probability approximation for bidimensional Brownian risk model with tax Strict monotonicity of stochastic process extreme distributions Editorial Board
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