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High minima of non-smooth Gaussian processes

Wu, ZX; Chakrabarty, ARJ; Samorodnitsky, GN

Wu, ZX (reprint author), Shanghai Jiatong Univ, Shanghai, Peoples R China.

ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2019; 24 ():

Abstract

In this short note we study the asymptotic behaviour of the minima over compact intervals of Gaussian processes, whose paths are not necessarily smoot......

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