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
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