Asymptotic behavior of small ball probabilities (Q2769693)
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scientific article; zbMATH DE number 1701873
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| English | Asymptotic behavior of small ball probabilities |
scientific article; zbMATH DE number 1701873 |
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25 September 2002
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small ball probabilities
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Banach space valued random elements
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Gaussian vectors
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random fields
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0.8946682
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0.8850007
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Asymptotic behavior of small ball probabilities (English)
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This article is a survey of recent research about asymptotic behavior of small ball probabilities. The typical problem of the small ball probabilities is to investigate the asymptotic behavior of \(P{ ||X||<r},\) as \(r\) goes to zero, for a random vector \(X\) taking values in a normed space. The subject is known for long time to be hard but there was substantial progress during the last years. The author surveys the recent results with special focus on the fruitful connection between Gaussian small ball probabilities and analytical problems of approximation theory. The author presents several interesting open problems, too.NEWLINENEWLINEFor the entire collection see [Zbl 0968.00043].
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