The probability of small Gaussian ellipsoids and associated conditional moments

DOI10.1214/AOP/1176989391MaRDI QIDQ2365733zbMATH OpenOpenAlexFDO

Authors Eddy Mayer-Wolf, Ofer Zeitouni

Publication date 29 June 1993

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

Full work available at URL https://doi.org/10.1214/aop/1176989391

zbMATH Keywords

Cramer's theoremGaussian normOnsager-Machlup functionals

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Brownian motion (60J65)

Recommendations

• A note on conditional exponential moments and Onsager-Machlup functionals
• A Gaussian correlation inequality and its applications to the existence of small ball constant.
• Exact behavior of Gaussian seminorms
• Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm.
• scientific article; zbMATH DE number 4216985

Cited in

(17)

• Exact behavior of Gaussian seminorms
• Gaussian measures on linear spaces
• Lower bound in regression for functional data by representation of small ball probabilities
• Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data
• Stochastic volterra equations in the plane: smoothness of the law
• Uniform consistency of \(k\mathrm{NN}\) regressors for functional variables
• scientific article; zbMATH DE number 922561 (Why is no real title available?)
• The \(k\)-nearest neighbors method in single index regression model for functional quasi-associated time series data
• L₂-small ball asymptotics for Gaussian random functions: a survey
• Local linear regression for functional data
• Weak convergence of the conditional U-statistics for locally stationary functional time series
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
• The smallest singular value of large random rectangular Toeplitz and circulant matrices
• Limit theorems for general recursive regression models involving weakly dependent functional data
• Asymptotic results of the randomly censored kernel-type expectile regression estimator for functional dependent data
• Bounds in Wasserstein distance for locally stationary functional time series
• Frequency-dependent contraction rates for the Bayesian method to the inverse source problem

This page was built for publication: The probability of small Gaussian ellipsoids and associated conditional moments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2365733)