Climbing down Gaussian peaks (Q2412668)

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Climbing down Gaussian peaks
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    Climbing down Gaussian peaks (English)
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    24 October 2017
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    Let \(X(t)\) be a continuous Gaussian field defined on a compact set \(T\subset\mathbb{R}^d\) which is homotopic to a ball. For \(u\in\mathbb{R}\) and \(r\in(0,1]\), consider the probability that there exists a ball \(B\) entirely in \(T\) such that \(X(t)>u\) for all \(t\) on the boundary of \(B\) and \(X(s)<ru\) for some \(s\in B\) (alternatively, for \(s\) being the centre of \(B\)). Such probabilities are special cases of a more general scheme that amounts to the existence of compact sets \(K_1,K_2\subset T\) such that \(X(t)>u\) for all \(t\in K_1\) and \(X(t)<ru\) for each \(t\in K_2\). Using the large deviation approach, the authors obtain results concerning the logarithmic behaviour of such probabilities as \(u\to\infty\).
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    Gaussian field
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    excursion set
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    large deviations
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    exceedance probabilities
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