The probability of small Gaussian ellipsoids and associated conditional moments

DOI10.1214/AOP/1176989391zbMath0771.60027OpenAlexW2037591074MaRDI QIDQ2365733

Eddy Mayer-Wolf, Ofer Zeitouni

Publication date: 29 June 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989391

zbMATH Keywords

Cramer's theoremOnsager-Machlup functionalsGaussian norm

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Large deviations (60F10)

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