Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics (Q2031007)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics |
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Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics (English)
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8 June 2021
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Gaussian process
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boundary non-crossing probability
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large deviations
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reproducing kernel Hilbert space
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Cameron-Martin theorem
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constrained quadratic optimization problem
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compact metric space
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