Show simple item record

dc.contributor.authorWu, Zhixin
dc.contributor.authorChakrabarty, Arijit
dc.contributor.authorSamorodnitsky, Gennady
dc.date.accessioned2019-02-27T20:42:46Z
dc.date.available2019-02-27T20:42:46Z
dc.date.issued2019-02-27
dc.identifier.urihttps://hdl.handle.net/1813/64277
dc.description.abstractIn 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 estimates, this problem is closely related to the classical small-ball problem. Under certain conditions we estimate the term describing the correction to the large deviation behaviour. In addition, the asymptotic distribution of the location of the minimum, conditionally on the minimum exceeding a high threshold, is also studied.en_US
dc.description.sponsorshipChakrabarty's research was partially supported by the MATRICS grant of the the Science and Engineering Research Board, Government of India. Samorodnitsky's research was partially supported by the ARO grant W911NF-18 -10318 at Cornell Universityen_US
dc.language.isoen_USen_US
dc.subjectGaussian processen_US
dc.subjecthigh excursionen_US
dc.subjectminimaen_US
dc.titleHigh minima of non-smooth Gaussian processesen_US
dc.typepreprinten_US


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record

Statistics