Theoretical Statistics and Mathematics Unit, ISI Delhi

September 29, 2015 (Tuesday) ,
3:30 PM at Webinar

Speaker:
Manjunath Krishnapur,
Indian Institute of Science

Title:
Gap probability in Gaussian processes

Abstract of Talk

Let ($X_n$) be a stationary Gaussian sequence indexed by integers. Gap probability is the probability q(n) that $X_1,...,X_n$ are all positive. For many but not all processes, q(n) decays exponentially. We give a survey of known results and explain our results. Mainly these are lower bounds for q(n) expressed in terms of the spectral measure of the stationary process. This work is joint with Krishna Maddaly. The lecture should be understandable to graduate students.