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Teoriya Veroyatnostei i ee Primeneniya, 2018, Volume 63, Issue 3, Pages 468–481
DOI: https://doi.org/10.4213/tvp5140
(Mi tvp5140)
 

This article is cited in 1 scientific paper (total in 1 paper)

On the exact asymptotics of small deviations of $L_2$-norm for some Gaussian random fields

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy
Full-text PDF (525 kB) Citations (1)
References:
Abstract: In this paper we study the asymptotic behavior of the tail probability $\mathbf P(V^2<r)$ as $r\to 0$, where the sum $V^2$ is given by the formula $V^2=a^2 \sum_{i,j\ge 1} (i+\beta)^{-2c}(j+\delta)^{-2}\xi^2_{ij}$. Here $\{\xi_{ij}\}$ are independent standard Gaussian random variables, and $a>0$, $\beta >-1$, $\delta>-1$, $c>1/2$$\ne 1$ are some constants. Thus, we study small deviations of the $L_2$-norm of certain two-parameter Gaussian random fields, that have the structure of a tensor product.
Keywords: small deviations, Karhunen–Loève expansion, Gaussian random field, tensor product, $L_2$-norm.
Funding agency Grant number
Russian Foundation for Basic Research 16-01-00367
This work was supported by Russian Foundation of Basic Research grant 16-01-00367.
Received: 18.03.2017
Revised: 08.11.2017
Accepted: 22.11.2017
English version:
Theory of Probability and its Applications, 2019, Volume 63, Issue 3, Pages 381–392
DOI: https://doi.org/10.1137/S0040585X97T98912X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: L. V. Rozovskii, “On the exact asymptotics of small deviations of $L_2$-norm for some Gaussian random fields”, Teor. Veroyatnost. i Primenen., 63:3 (2018), 468–481; Theory Probab. Appl., 63:3 (2019), 381–392
Citation in format AMSBIB
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\pages 468--481
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\jour Theory Probab. Appl.
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\pages 381--392
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  • https://www.mathnet.ru/eng/tvp/v63/i3/p468
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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