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Exact asymptotics of large deviations for Gaussian measures on Hilbert space - MaRDI portal

Exact asymptotics of large deviations for Gaussian measures on Hilbert space (Q1804171)

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scientific article; zbMATH DE number 748371
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Exact asymptotics of large deviations for Gaussian measures on Hilbert space
scientific article; zbMATH DE number 748371

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    Exact asymptotics of large deviations for Gaussian measures on Hilbert space (English)
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    17 May 1995
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    mean zero Gaussian measure with coveriance operator
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    exact asymptotic
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    Gaussian random variables
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    asymptotic Laplace method in Hilbert space
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    boundary maximum point
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