Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics (Q2031007)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7356410
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics |
scientific article; zbMATH DE number 7356410 |
Statements
Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics (English)
0 references
8 June 2021
0 references
Gaussian process
0 references
boundary non-crossing probability
0 references
large deviations
0 references
reproducing kernel Hilbert space
0 references
Cameron-Martin theorem
0 references
constrained quadratic optimization problem
0 references
compact metric space
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7823946475982666
0 references
0.7771621942520142
0 references
0.77635657787323
0 references
0.7704749703407288
0 references
0.7697754502296448
0 references
