High minima of non-smooth Gaussian processes

DOI10.1214/19-ECP251zbMath1422.60060arXiv1902.10894OpenAlexW2972619449MaRDI QIDQ2274116

Zhixin Wu, Arijit Chakrabarty, Gennady Samorodnitsky

Publication date: 19 September 2019

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.10894

zbMATH Keywords

minimaGaussian processhigh excursions

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)

Related Items (2)

Length of stationary Gaussian excursions ⋮ Large deviations for high minima of Gaussian processes with nonnegatively correlated increments

Cites Work

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• Asymptotic behaviour of high Gaussian minima
• On the existence of paths between points in high level excursion sets of Gaussian random fields
• Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh
• The Expected Number of Zeros of a Stationary Gaussian Process
• Tail behavior of sums and differences of log-normal random variables

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