Hitting probability of a Gaussian vector with values in a Hilbert space in a sphere of small radius

DOI10.1007/BF01239993zbMath0489.60043OpenAlexW2088679136MaRDI QIDQ1166833

I. A. Ibragimov

Publication date: 1982

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01239993

zbMATH Keywords

asymptotic formulashitting probability

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability theory on linear topological spaces (60B11)

Related Items

Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems, Exact behavior of Gaussian seminorms, On the lower tail probabilities of some random series, Probability and statistics. Part 6. Transl. from the Russian, A refinement of the error estimate of the normal approximation in a Hilbert space, Gaussian measures on linear spaces, On spectral asymptotics of the tensor product of operators with almost regular marginal asymptotics, \( L_2\)-small ball asymptotics for Gaussian random functions: a survey, \(L_2\)-small ball asymptotics for a family of finite-dimensional perturbations of Gaussian functions, Comparison results for the lower tail of Gaussian seminorms, On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables, The Small Ball Asymptotics in Hilbert Norm for the Kac--Kiefer--Wolfowitz Processes, Minima of \(H\)-valued Gaussian processes, Exact small ball constants for some Gaussian processes under the \(L^2\)-norm

Cites Work

• Unnamed Item
• Unnamed Item