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Exact behavior of Gaussian seminorms

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Publication:1892961
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DOI10.1016/0167-7152(94)00125-RzbMath0830.60030MaRDI QIDQ1892961

Amir Dembo, Ofer Zeitouni, Eddy Mayer-Wolf

Publication date: 15 January 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)


zbMATH Keywords

large deviationsGaussian norm


Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Large deviations (60F10)


Related Items

On the lower tail probabilities of some random series, Bayesian inverse problems with non-conjugate priors, \( L_2\)-small ball asymptotics for Gaussian random functions: a survey, Lower bound in regression for functional data by representation of small ball probabilities, Local linear regression for functional data, On lower tail probabilities of positive random sums, Rates of convergence of posterior distributions.



Cites Work

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  • On the lower tail of Gaussian seminorms
  • Hitting probability of a Gaussian vector with values in a Hilbert space in a sphere of small radius
  • Comparison results for the lower tail of Gaussian seminorms
  • On the lower tail probabilities of some random series
  • The probability of small Gaussian ellipsoids and associated conditional moments
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