Now showing items 1-4 of 4

    • Asymptotic behaviour of Gaussian minima 

      Chakrabarty, Arijit; Samorodnitsky, Gennady (2016)
      We investigate what happens when an entire sample path of a smooth Gaussian process on a compact interval lies above a high level. Specifically, we determine the precise asymptotic probability of such an event, the ...
    • Climbing down Gaussian peaks 

      Adler, Robert; Samorodnitsky, Gennady (2015-01-28)
      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 ...
    • High minima of non-smooth Gaussian processes 

      Wu, Zhixin; Chakrabarty, Arijit; Samorodnitsky, Gennady (2019-02-27)
      In this short note we study the asymptotic behaviour of the minima over compact intervals of Gaussian processes, whose paths are not necessarily smooth. We show that, beyond the logarithmic large deviation Gaussian ...
    • On the existence of paths between points in high level excursion sets of Gaussian random fields 

      Adler, Robert; Moldavskaya, Elina; Samorodnitsky, Gennady (2012-03-27)
      The structure of Gaussian random fields over high levels is a well researched and well understood area, particularly if the field is smooth. However, the question as to whether or not two or more points which lie in ...