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ON THE EXACT ASYMPTOTICS OF SMALL DEVIATIONS OF L2-NORM FOR SOME GAUSSIAN RANDOM FIELDS.

Authors :
ROZOVSKY, L. V.
Source :
Theory of Probability & Its Applications; 2018, Vol. 63 Issue 3, p381-392, 12p
Publication Year :
2018

Abstract

In this paper we study the asymptotic behavior of the tail probability P(V 2 < r) as r → 0, where the sum V 2 is given by the formula V 2 = a2Σ<subscript>i,j≥1</subscript>(i+β)-2c(j+δ)-2ξ2 <subscript>ij</subscript>. Here {ξij} are independent standard Gaussian random variables, and a > 0, β > -1, δ > -1, c > 1/2, ≠= 1 are some constants. Thus, we study small deviations of the L2-norm of certain two-parameter Gaussian random fields, that have the structure of a tensor product. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0040585X
Volume :
63
Issue :
3
Database :
Complementary Index
Journal :
Theory of Probability & Its Applications
Publication Type :
Academic Journal
Accession number :
136108044
Full Text :
https://doi.org/10.1137/S0040585X97T98912X