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07 07 IM SeminariodeProbabilidade NoticiaTitle: Small ball probabilities for Gaussian processes

Speaker: Yulia Petrova (IMPA)
July 11 from 3:30 p.m. to 4:30 p.m

Abstract: In the talk we will consider a problem of small ball probabilities for Gaussian processes, which consists in finding the asymptotics of probability that a norm of a process is less than "epsilon" as "epsilon" tends to zero. This question arises in different areas: quantization of Gaussian vectors, metric entropy, etc. We will consider what is already known in the general situation and talk about more advanced results in L_2-norm, for which the distribution is totally defined by eigenvalues of the covariance operator.

All the talks are held in English.

More complete information about the seminars will be available at.