Large deviations for the minimum point of a Gaussian random field

MaRDI QIDQ1920044zbMATH OpenFDO

Authors D. Byambayav, Anatoli Mogulskii

Publication date 28 August 1996

Published in Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

Gaussian random fieldslarge deviations

Mathematics Subject Classification ID

Large deviations (60F10) Random fields (60G60)

Review text

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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