题目：Maximum of Sparsely Equicorrelated Gaussian Fields and Applications

报告人：Prof. Yongcheng Qi（University of Minnesota Duluth）

地点：致远楼101室

时间：2026年3月31日 星期二 10：00-11：00

Abstract：In this talk, we investigate the extreme values of a sparse and equicorrelated Gaussian field on a triangle: the correlations on every vertical or horizontal line are all equal to a parameter r and are zero everywhere else. This problem is closely linked with various problems in high-dimensional statistics and extreme-value theory. We identify the threshold for r at which the standard Gumbel law breaks down. Our result is based on a subtle application of the Chen-Stein method for Poisson approximation. As applications, we resolve several questions that were left open in Heiny and Kleemann (2025), Tang, Lu and Xie (2022), and Fan and Jiang (2019).

欢迎广大师生前来参加！