Strict monotonicity of stochastic process extreme distributions

Lijian Yang

Statistics & Probability Letters, 2025, vol. 217, issue C

Abstract: 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.

Keywords: Baire measure; Support of measure; Itô–Nisio theorem; Karhunen–Loève expansion; Mercer series (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2024.110292

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