Ciclo di Seminari - Progetto ERC PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications)

Mercoledì 16 marzo ore 14:30

Aula Dal Passo Dipartimento di Matematica Università di Roma Tor Vergata

Speaker: ENKELEJD HASHORVA, Université de Lausanne

Title: Extremes of Gaussian random fields.

Abstract:

This talk is concerned with tail asymptotics of supremum of Gaussian random fields. Our findings extend the classical results for homogeneous Gaussian random fields and Gaussian random fields with unique maximum point of the variance. The applications that will be discussed include extremes of Shepp statistics, expansions for the tail probability of maximum loss and span of stationary Gaussian processes.

Tutti gli interessati sono invitati a partecipare.

. Valentina Cammarota Department of Mathematics Universita` degli Studi di Roma Tor Vergata http://www.mat.uniroma2.it/english.php https://sites.google.com/site/valentinacammarota/