Tail behavior of anisotropic norms for Gaussian random fields

被引：7
|
作者：
Lifshits, M [1 ]
Nazarov, A [1 ]
Nikitin, Y [1 ]
机构：
[1] St Petersburg State Univ, Dept Math & Mech, St Petersburg 198504, Russia
来源：
COMPTES RENDUS MATHEMATIQUE | 2003年 / 336卷 / 01期
关键词：
D O I：
10.1016/S1631-073X(02)00013-4
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We investigate the logarithmic large deviation asymptotics for anisotropic norms of Gaussian random functions of two variables. The problem is solved by the evaluation of the anisotropic norms of corresponding integral covariance operators. We find the exact values of such norms for some important classes of Gaussian fields. To cite this article: M. Lifishits et al., C R. Acad. Sci. Paris, Ser. I336 (2003). (C) 2003 Academie des sciences/Editions scientifiques et medicales Elsevier SAS. All rights reserved.
引用
收藏
页码：85 / 88
页数：4
相关论文
共 50 条
  • [21] Dimension Results for Space-anisotropic Gaussian Random Fields
    Wen Qing NI
    Zhen Long CHEN
    Wei Gang WANG
    ActaMathematicaSinica, 2019, 35 (03) : 391 - 406
  • [22] ASYMPTOTIC-BEHAVIOR OF GAUSSIAN RANDOM-FIELDS
    ORTEGA, J
    ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1982, 59 (02): : 169 - 177
  • [23] Chung's law of the iterated logarithm for anisotropic Gaussian random fields
    Luan, Nana
    Xiao, Yimin
    STATISTICS & PROBABILITY LETTERS, 2010, 80 (23-24) : 1886 - 1895
  • [24] Hausdorff Measure of the Range of Space–Time Anisotropic Gaussian Random Fields
    Wenqing Ni
    Zhenlong Chen
    Journal of Theoretical Probability, 2021, 34 : 264 - 282
  • [25] Packing Dimension of Space-time Anisotropic Gaussian Random Fields
    Zhen Long Chen
    Jun Wang
    Dong Sheng Wu
    Acta Mathematica Sinica, English Series, 2021, 37 : 1826 - 1840
  • [26] Packing Dimension of Space-time Anisotropic Gaussian Random Fields
    Chen, Zhen Long
    Wang, Jun
    Wu, Dong Sheng
    ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2021, 37 (12) : 1826 - 1840
  • [27] Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
    Wu, Dongsheng
    Xiao, Yimin
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2009, 119 (06) : 1823 - 1844
  • [28] Packing Dimension of Space-time Anisotropic Gaussian Random Fields
    Zhen Long CHEN
    Jun WANG
    Dong Sheng WU
    ActaMathematicaSinica,EnglishSeries, 2021, (12) : 1826 - 1840
  • [29] Bounds for the Tail Distributions of Suprema of Sub-Gaussian Type Random Fields
    Hopkalo, Olha
    Sakhno, Lyudmyla
    Vasylyk, Olga
    AUSTRIAN JOURNAL OF STATISTICS, 2023, 52 : 54 - 70
  • [30] Asymptotic behavior of mean uniform norms for sequences of Gaussian processes and fields
    Seleznjev O.
    Extremes, 2005, 8 (3) : 161 - 169
12345