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math.PR2026
Upper and Lower Bounds on Expected Soft Maxima of Gaussian Processes
Yifeng Chu, Maxim Raginsky
We obtain upper and lower bounds for "smoothed" versions of the expected supremum of centered Gaussian processes with finite or countable index sets. These so-called soft maxima ar…
math.PR2026
Talagrand Meets Talagrand: Upper and Lower Bounds on Expected Soft Maxima of Gaussian Processes with Finite Index Sets
Yifeng Chu, Maxim Raginsky
Analysis of extremal behavior of stochastic processes is a key ingredient in a wide variety of applications, including probability, statistical physics, theoretical computer scienc…