On the minimum of Gaussian variables.
Presenter
October 19, 2022
Abstract
Let $X=(\xi_1, ..., \xi_m)$ be a centered Gaussian random vector, such that the variances of each $\xi_i$ equals to 1. Under what assumptions on the covariance matrix is the expectation of $\min_i |\xi_i|$ minimized?
We discuss known results and conjectures related to this question.