Student Probability Seminar

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Gaussian Comparison and Its Application to Extremes

Speaker: Lisa Hartung

Location: Warren Weaver Hall 1314

Date: Tuesday, October 11, 2016, 2 p.m.

Synopsis:

In this talk I will start by discussing Gaussian comparison. It allows to compare the expectation of functionals of Gaussian processes with each other. We will state and proof a Gaussian integration by parts formula and Kahane’s Theorem. We then apply this technique to compare the extremes of different Gaussian processes.