Small Ball Probabilities for Certain Gaussian Random Fields

Leonid V. Rozovsky ()
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Leonid V. Rozovsky: St. Petersburg Chemical Pharmaceutical Academy

Journal of Theoretical Probability, 2019, vol. 32, issue 2, 934-949

Abstract: Abstract Our main goal is to study the behavior of the tail probabilities $${\mathbf{P}}(V^2 -1$$ b > - 1 and $$\delta >-1$$ δ > - 1 .

Keywords: Small deviations; Karhunen–Loève expansion; Gaussian random field; Tensor product; $$ L_2$$ L 2 -norm; 60G50; 60G15 (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s10959-017-0805-x

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