Svyatoslav Novikov

High Minima of Gaussian Processes: Overshoots and Minimizer Locations

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 $\sigma_*^2$ denote the minimum covariance energy associated with $X$, and assume that $\sigma_*^2>0$. Motivated by the results of \cite{chakrabarty2018asymptotic} for smoot...