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

页码：85 / 88

页数：4

共 50 条

[41] Gaussian fields and random packing
Baryshnikov, Y
Yukich, JE
JOURNAL OF STATISTICAL PHYSICS, 2003, 111 (1-2) : 443 - 463
[42] OPTIMIZATION OF GAUSSIAN RANDOM FIELDS
Dow, Eric
Wang, Qiqi
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2015, 37 (04): : A1685 - A1704
[43] GAUSSIAN RANDOM-FIELDS
BROMLEY, C
KALLIANPUR, G
APPLIED MATHEMATICS AND OPTIMIZATION, 1980, 6 (04): : 361 - 376
[44] Redundancy in Gaussian random fields
De Bortoli, Valentin
Desolneux, Agnes
Galerne, Bruno
Leclaire, Arthur
ESAIM-PROBABILITY AND STATISTICS, 2020, 24 : 627 - 660
[45] THEOREM ON GAUSSIAN RANDOM FIELDS
DEO, CM
TEORIYA VEROYATNOSTEI I YEYE PRIMENIYA, 1973, 18 (02): : 384 - 387
[46] RENORMALIZED FIELD-THEORY OF QUENCHED SYSTEM UNDER GAUSSIAN RANDOM FIELDS CONJUGATE TO ANISOTROPIC SPIN FIELDS
OKU, M
ABE, R
PROGRESS OF THEORETICAL PHYSICS, 1980, 64 (05): : 1577 - 1586
[47] STRUCTURES IN RANDOM-FIELDS - GAUSSIAN FIELDS
BETANCORTRIJO, J
PHYSICAL REVIEW A, 1992, 45 (06): : 3447 - 3466
[48] Spatiotemporal hierarchical modelling of extreme precipitation in Western Australia using anisotropic Gaussian random fields
Apputhurai, Pragalathan
Stephenson, Alec G.
ENVIRONMENTAL AND ECOLOGICAL STATISTICS, 2013, 20 (04) : 667 - 677
[49] Spatiotemporal hierarchical modelling of extreme precipitation in Western Australia using anisotropic Gaussian random fields
Pragalathan Apputhurai
Alec G. Stephenson
Environmental and Ecological Statistics, 2013, 20 : 667 - 677
[50] RENORMALIZED FIELD-THEORY OF WEAKLY ANISOTROPIC ANTIFERROMAGNETS UNDER GAUSSIAN RANDOM-FIELDS
OKU, M
PROGRESS OF THEORETICAL PHYSICS, 1982, 67 (05): : 1353 - 1364

← 1 2 3 4 5 →