Gaussian measure of large balls in \(l_ p^ 1\)
type: Item
instance of: scholarly article
title: Gaussian measure of large balls in \(l_ p^ 1\)
zbMATH Open document ID: 0736.60004
author: Werner Linde
published in: The Annals of Probability
publication date: 1992-06-25T00:00:00Z
review text: Let \(\mu\) be a Gaussian measure in a Banach space \(E\). The paper deals with the exact behaviour of \(\mu(\parallel x\parallel>t)\) as \(t\to \infty\). This behaviour is determined for arbitrary \(\mu\) in \(l_ 2\) which answers a question of \textit{C.-R. Hwang} [Proc. Am. Math. Soc. 78, 107-110 (1980; Zbl 0393.60009)]. In the case of the space \(l_ p\), \(2<p<\infty\), and Gaussian measure with diagonal covariance structure a result of \textit{V. Dobrič}, \textit{M. B. Markus} and \textit{M. Weber} [Astérisque 157-158, 95-127 (1988; Zbl 0659.60061)] is extended to the nonsymmetric case. The case of \(l_ p^ n\), \(0<p<2\), is included, too.
Mathematics Subject Classification ID: 60B11
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60E99
zbMATH DE Number: 14069
zbMATH Keywords: large deviations
zbMATH Keywords: Gaussian measure in a Banach space
zbMATH Keywords: Gaussian measure with diagonal covariance structure
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1214/aop/1176990343
OpenAlex ID: W1968571741
DOI: 10.1214/AOP/1176990343
description: scientific article; zbMATH DE number 14069