On multiple peaks and moderate deviations for the supremum of a Gaussian field

ANNALS OF PROBABILITY, pp. 3468.0-3493.0, 2015.

Cited by: 2|Views4

Abstract:

We prove two theorems concerning extreme values of general Gaussian fields. Our first theorem concerns the phenomenon of multiple peaks. Consider a centered Gaussian field whose sites have variance at most 1, and let rho be the standard deviation of its supremum. A theorem of Chatterjee states that when such a Gaussian field is superconce...More

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