Asymptotics of large deviation probabilities for Gaussian fields

MaRDI QIDQ1804176zbMATH OpenFDO

Authors V. R. Fatalov

Publication date 17 May 1995

Published in Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

zbMATH Keywords

double sum methodGaussian locally homogeneous random fieldlarge excursion for a Gaussian local stationary processmultiparameter Brownian motion

Mathematics Subject Classification ID

Large deviations (60F10)

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• Extremes of \(L^p\)-norm of vector-valued Gaussian processes with trend
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• Convergence of the probability of large deviations in a model of correlated random variables having compact-supportQ-Gaussians as limiting distributions
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• Asymptotic Properties of Point Processes of Rare Events of Gaussian Fields. I
• On the density functions of integrals of Gaussian random fields
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• The asymptotic distribution of the maxima of a Gaussian random field on a lattice
• On the estimation of the tail probability of the maximum of a Gaussian field
• Computation of the exact asymptotic behavior of certain Gaussian large deviations
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• Tail-Sensitive Gaussian Asymptotics for Marginals of Concentrated Measures in High Dimension
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• A 0-1 law for the massive Gaussian free field
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