Gaussian measure of large balls in \(l_ p^ 1\)
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.
Gaussian measure with diagonal covariance structure
scientific article; zbMATH DE number 14069