High minima of non-smooth Gaussian processes

dc.contributor.author	Wu, Zhixin
dc.contributor.author	Chakrabarty, Arijit
dc.contributor.author	Samorodnitsky, Gennady
dc.date.accessioned	2019-02-27T20:42:46Z
dc.date.available	2019-02-27T20:42:46Z
dc.date.issued	2019-02-27
dc.description.abstract	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 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.sponsorship	Chakrabarty'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 University	en_US
dc.identifier.uri	https://hdl.handle.net/1813/64277
dc.language.iso	en_US	en_US
dc.subject	Gaussian process	en_US
dc.subject	high excursion	en_US
dc.subject	minima	en_US
dc.title	High minima of non-smooth Gaussian processes	en_US
dc.type	preprint	en_US

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