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Zapiski Nauchnykh Seminarov LOMI, 1985, Volume 142, Pages 98–108
(Mi znsl4321)
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This article is cited in 1 scientific paper (total in 1 paper)
The mean distance for the occupation times of a Gaussian process
S. B. Makarova
Abstract:
One investigates the question of the asymptotic behavior of the quantity $E_q(N)=E_fE_q\varkappa_q^2(P_f,P_q)$, where $P$ is a probability measure in $\mathbb R^n$, satisfying a natural normalization condition, the linear functional $f$ and $q$ are selected independently with respect to the standard Gaussian measure, while $\varkappa_q$ is the distance in $L_q$ between distribution functions. One proves the inequalities $E_1(N)\le c\ln(N+1)$, $E_q(N)\le c_q$ for $q\in(1,2]$.
Citation:
S. B. Makarova, “The mean distance for the occupation times of a Gaussian process”, Problems of the theory of probability distributions. Part IX, Zap. Nauchn. Sem. LOMI, 142, "Nauka", Leningrad. Otdel., Leningrad, 1985, 98–108; J. Soviet Math., 36:4 (1987), 502–509
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https://www.mathnet.ru/eng/znsl4321 https://www.mathnet.ru/eng/znsl/v142/p98
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Abstract page: | 81 | Full-text PDF : | 33 |
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