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  5. Climbing down Gaussian peaks

Climbing down Gaussian peaks

File(s)
holes0115.pdf (979.71 KB)
Main article
Permanent Link(s)
https://hdl.handle.net/1813/39077
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ORIE Technical Reports
Author
Adler, Robert
Samorodnitsky, Gennady
Abstract

How likely is the high level of a continuous Gaussian random field on an Euclidean space to have a ``hole'' of a certain dimension and depth? Questions of this type are difficult, but in this paper we make progress on questions shedding new light in existence of holes. How likely is the field to be above a high level on one compact set (e.g. a sphere) and to be below a fraction of that level on some other compact set, e.g. at the center of the corresponding ball? How likely is the field to be below that fraction of the level anywhere nside the ball? We work on the level of large deviations.

Sponsorship
Research supported in part by US-Israel Binational
Science Foundation, 2008262, by ARO
grant W911NF-12-10385, NSF grant DMS-1005903 and URSAT, ERC Advanced Grant 320422
Date Issued
2015-01-28
Keywords
Gaussian process
•
excursion set
•
large deviations
•
exceedance probabilities
•
topology
Type
preprint

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