Svyatoslav Novikov

High Minima of Gaussian Processes: Overshoots and Minimizer Locations

Enkelejd Hashorva, Svyatoslav Novikov

Let $X(t)$, $t\in K$, be a centred Gaussian process with continuous sample paths on a compact metric space $K$, and let $M=\min_{t\in K}X(t)$. Let $σ_*^2$ denote the minimum covariance energy associated with $X$, and assume that $σ_*^2>0$. Motivated by the results of \cite{chakra…Read more