Department of Mathematics

Indian Institute Of Technology Madras , Chennai

Persistence of stationary Gaussian processes

Speaker : Sunder Ram Krishnan

26-06-2024

Abstract :

After briefly talking about a study on the reach of Gaussian-embedded manifolds, I will focus on the estimation of persistence probability of a stationary Gaussian process on the real line to stay above its mean for a long time period. We will discover that the persistence behaviour is governed by the spectral behaviour near the origin and infinity.

Key Speaker Sunder Ram Krishnan
Place KCB 504
Start Time 3:00 PM
Finish Time 4:00 PM
External Link https://meet.google.com/jau-iijv-wpe