Exact asymptotics of large deviations for Gaussian measures on Hilbert space

zbMath0824.46050MaRDI QIDQ1804171

V. R. Fatalov

Publication date: 17 May 1995

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

zbMATH Keywords

Gaussian random variablesexact asymptoticasymptotic Laplace method in Hilbert spaceboundary maximum pointmean zero Gaussian measure with coveriance operator

Mathematics Subject Classification ID

Measures and integration on abstract linear spaces (46G12)

Related Items (3)

Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\) ⋮ Large deviations of the \(L^p\)-norm of a Wiener process with drift ⋮ On excursion sets, tube formulas and maxima of random fields.

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