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

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。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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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 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

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