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Math Colloquium
Fedor Nazarov
Kent State
Title: The sharp upper bound for the probability that a stationary Gaussian process with a spectral gap remains positive on along interval

Abstract: Let $f$ be a stationary Gaussian process on $\mathbb Z$ whose spectral measure has no mass in a neighborhood of the origin. Then the probability that $f(k)\ge 0$ for all $k=0,1,\dots,n$ does not exceed $e^{-cn^2}$ and the bound is the best possible without additional assumptions.

Date: Friday, September 15, 2017
Time: 4:30 pm
Location: Wean Hall 7500
Submitted by:  Bukh
Note: Refreshments at 5:30 pm, Wean Hall 6220.