Gaussian measure of large balls in \(l_ p^ 1\)

DOI10.1214/aop/1176990343zbMath0736.60004OpenAlexW1968571741MaRDI QIDQ1176369

Werner Linde

Publication date: 25 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990343

zbMATH Keywords

large deviationsGaussian measure in a Banach spaceGaussian measure with diagonal covariance structure

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10) Distribution theory (60E99) Probability theory on linear topological spaces (60B11)

Related Items (6)

Gaussian measures on linear spaces ⋮ Computation of the exact asymptotic behavior of certain Gaussian large deviations ⋮ On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space ⋮ Gaussian large deviations of a smooth seminorm ⋮ Upper tail probabilities of integrated Brownian motions ⋮ Large deviations of the \(L^p\)-norm of a Wiener process with drift

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