scientific article; zbMATH DE number 3903668

MaRDI QIDQ3681657zbMATH OpenFDO

Authors V. R. Fatalov, V. I. Piterbarg

Publication date 1983

zbMATH Keywords

asymptotic estimatesGaussian random field

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Random fields (60G60) Brownian motion (60J65)

Recommendations

• Asymptotics of large deviation probabilities for Gaussian fields
• scientific article; zbMATH DE number 227734
• Probabilities of high excursions of Gaussian fields
• scientific article; zbMATH DE number 3862157
• scientific article; zbMATH DE number 4098419

Cited in

(13)

• Computation of the exact asymptotic behavior of certain Gaussian large deviations
• Exact asymptotics of large deviations for Gaussian measures on Hilbert space
• Asymptotics of large deviation probabilities for Gaussian fields
• A geometric approach to an asymptotic expansion for large deviation probabilities of Gaussian random vectors
• Tail behavior of anisotropic norms for Gaussian random fields
• Gaussian probabilities of large deviation for fixed or increasing dimension
• Asymptotics of large deviation probabilities for Gaussian fields: Applications
• Large excursion probabilities for random fields close to Gaussian ones
• On the density functions of integrals of Gaussian random fields
• scientific article; zbMATH DE number 4203388 (Why is no real title available?)
• scientific article; zbMATH DE number 4216985 (Why is no real title available?)
• Asymptotics of Large Deviations for Wiener Random Fields in L^p-Norm, Nonlinear Hammerstein Equations, and High-Order Hyperbolic Boundary-Value Problems
• scientific article; zbMATH DE number 7662447 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3681657)