Large deviations for the minimum point of a Gaussian random field (Q1920044)
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scientific article; zbMATH DE number 917948
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| English | Large deviations for the minimum point of a Gaussian random field |
scientific article; zbMATH DE number 917948 |
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Large deviations for the minimum point of a Gaussian random field (English)
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28 August 1996
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Large deviations of the point of minimum \(\theta^*_\varepsilon\) of the random field \(X_\varepsilon(\theta)= H(\theta)+\varepsilon\xi(\theta)\) are considered. Here \(H(\theta)\) is a nonrandom function, \(\xi(\theta)\) is a random Gaussian field and \(\varepsilon>0\) is a small parameter. Asymptotics for logarithm of probabilities of large deviations are proved.
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large deviations
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Gaussian random fields
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0.7850285768508911
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0.7841649055480957
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0.7813842296600342
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0.7680535316467285
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