文章基本信息

标题：High minima of non-smooth Gaussian processes
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作者：Zhixin Wu ; Arijit Chakrabarty ; Gennady Samorodnitsky 等
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2019
卷号：24
DOI：10.1214/19-ECP251
语种：English
出版社：Electronic Communications in Probability
摘要：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.
关键词：Gaussian process; high excursions; minima