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ON THE EXACT ASYMPTOTICS OF SMALL DEVIATIONS OF L2-NORM FOR SOME GAUSSIAN RANDOM FIELDS.
- 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]
- Subjects :
- RANDOM variables
TENSOR products
RANDOM fields
PROBABILITY theory
Subjects
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