Seminar at SMU 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.