Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics (Q2031007)
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scientific article; zbMATH DE number 7356410
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| English | Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics |
scientific article; zbMATH DE number 7356410 |
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Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics (English)
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8 June 2021
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Gaussian process
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boundary non-crossing probability
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large deviations
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reproducing kernel Hilbert space
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Cameron-Martin theorem
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constrained quadratic optimization problem
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compact metric space
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0.7823946475982666
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0.7771621942520142
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0.77635657787323
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0.7704749703407288
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0.7697754502296448
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