Small ball probabilities around random centers of Gaussian measures and applications to quantization

DOI10.1023/A:1023578812641zbMath1031.60003MaRDI QIDQ1397968

Steffen Dereich

Publication date: 6 August 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Gaussian processquantizationsmall ball probabilities for random centers

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)

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