Boundary of a Gaussian process
Novikov, Andrei · HAL (Le Centre pour la Communication Scientifique Directe) · 2015
We study the boundary behavior of a Gaussian process. There is essentially no difference in maximal displacement between a Gaussian process and its reflected counterpart. We provide two proofs of this fact, one via a soft argument on the dependence of two-sided extremal particles in a Gaussian process and the other based on direct computations. The asymptotics of minimal displacement are also given.