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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 4, Pages 710–726
DOI: https://doi.org/10.4213/tvp3776
(Mi tvp3776)
 

This article is cited in 10 scientific papers (total in 10 papers)

Asymptotics of large deviations for Wiener random fields in $L^p$-norm, nonlinear Hammerstein equations, and high-order hyperbolic boundary-value problems

V. R. Fatalov

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract: This paper provides derivation, for $1<p\le 2$, of exact asymptotics as $u\to\infty$ of the probabilities
$$ \mathbf{P}\biggl\{\biggl(\int_{[0,1]^n}|X(t)|^p\,dt\biggr)^{1/p}>u\biggr\} $$
for two Gaussin fields, namely, the Wiener field of Jech–Chentsov and the so-called “Brownian cushion,” being, respectively, the multiparameter analogues of the Wiener process and the Brownian bridge. These Gaussian fields have zero means, and their respective covariance functions are $\prod_{i=1}^n\min(t_i, s_i)$ and $\prod_{i=1}^n[\min(t_i,s_i)-t_is_i]$, $t=(t_1,\dots,t_n)$, $s=(s_1,\dots,s_n)$.
The method of analysis is the Laplace method in Banach spaces. We display the relation of the problem under consideration with the theory of nonlinear Hammerstein equations in $\mathbf{R}^n $ and the hyperbolic boundary-value problems of high order. Solutions of two particular problems of this kind are obtained.
Keywords: Wiener random field of Jech–Chentsov, Wiener cushion, Laplace method in Banach spaces, covariance operator of Gaussian measure, nonlinear Hammerstein equations, high-order hyperbolic boundary-value problems.
Received: 11.09.2000
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 4, Pages 623–636
DOI: https://doi.org/10.1137/S0040585X97980026
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. R. Fatalov, “Asymptotics of large deviations for Wiener random fields in $L^p$-norm, nonlinear Hammerstein equations, and high-order hyperbolic boundary-value problems”, Teor. Veroyatnost. i Primenen., 47:4 (2002), 710–726; Theory Probab. Appl., 47:4 (2003), 623–636
Citation in format AMSBIB
\Bibitem{Fat02}
\by V.~R.~Fatalov
\paper Asymptotics of large deviations for Wiener random fields in $L^p$-norm, nonlinear Hammerstein equations, and high-order hyperbolic boundary-value problems
\jour Teor. Veroyatnost. i Primenen.
\yr 2002
\vol 47
\issue 4
\pages 710--726
\mathnet{http://mi.mathnet.ru/tvp3776}
\crossref{https://doi.org/10.4213/tvp3776}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2001787}
\zmath{https://zbmath.org/?q=an:1054.60034}
\transl
\jour Theory Probab. Appl.
\yr 2003
\vol 47
\issue 4
\pages 623--636
\crossref{https://doi.org/10.1137/S0040585X97980026}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000187495600004}
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  • https://www.mathnet.ru/eng/tvp3776
  • https://doi.org/10.4213/tvp3776
  • https://www.mathnet.ru/eng/tvp/v47/i4/p710
  • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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