Abstract:
One investigates the question of the asymptotic behavior of the quantity Eq(N)=EfEqϰ2q(Pf,Pq), where P is a probability measure in Rn, satisfying a natural normalization condition, the linear functional f and q are selected independently with respect to the standard Gaussian measure, while ϰq is the distance in Lq between distribution functions. One proves the inequalities E1(N)⩽cln(N+1), Eq(N)⩽cq for q∈(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
\Bibitem{Mak85}
\by S.~B.~Makarova
\paper The mean distance for the occupation times of a~Gaussian process
\inbook Problems of the theory of probability distributions. Part~IX
\serial Zap. Nauchn. Sem. LOMI
\yr 1985
\vol 142
\pages 98--108
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl4321}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=788191}
\zmath{https://zbmath.org/?q=an:0571.60050}
\transl
\jour J. Soviet Math.
\yr 1987
\vol 36
\issue 4
\pages 502--509
\crossref{https://doi.org/10.1007/BF01663461}
Linking options:
https://www.mathnet.ru/eng/znsl4321
https://www.mathnet.ru/eng/znsl/v142/p98
This publication is cited in the following 1 articles:
S. B. Makarova, “Joint distributions of random linear functionals”, J Math Sci, 43:6 (1988), 2818