Tail probabilities of Gaussian suprema and Laplace transform

zbMath0796.60029MaRDI QIDQ1325077

Mikhail Lifshits

Publication date: 20 September 1994

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1994__30_2_163_0

zbMATH Keywords

Laplace transformlarge deviationsGaussian measureGaussian random function

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10)

Related Items (6)

On the lower tail probabilities of some random series ⋮ Gaussian measures on linear spaces ⋮ Comparison for upper tail probabilities of random series ⋮ Upper tail probabilities of integrated Brownian motions ⋮ On excursion sets, tube formulas and maxima of random fields. ⋮ Exact upper tail probabilities of random series

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