Gaussian measure of large balls in l_ p^ 1

DOI10.1214/AOP/1176990343zbMATH Open0736.60004OpenAlexW1968571741MaRDI QIDQ1176369FDOQ1176369

Werner Linde

Publication date: 25 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990343

zbMATH Keywords

large deviationsGaussian measure in a Banach spaceGaussian measure with diagonal covariance structure

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Probability theory on linear topological spaces (60B11) Distribution theory (60E99)

Cited In (7)

• Upper tail probabilities of integrated Brownian motions
• Large deviations of the \(L^p\)-norm of a Wiener process with drift
• On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
• Gaussian measures on linear spaces
• Title not available (Why is that?)
• Computation of the exact asymptotic behavior of certain Gaussian large deviations
• Gaussian large deviations of a smooth seminorm

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