The Gaussian measure of shifted balls |
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| Authors: | James Kuelbs Wenbo V. Li Werner Linde |
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| Affiliation: | (1) Department of Mathematics, University of Wisconsin-Madison, 53706 Madison, WI, USA;(2) Department of Mathematical Sciences, University of Delaware, 19716 Newark, DE, USA;(3) Sektion Mathematik, Friedrich-Schiller-Universität, 07743 Jena, Germany |
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| Abstract: | Summary Let  be a centered Gaussian measure on a Hilbert spaceH and let be the centered ball of radiusR>0. Fora H and , we give the exact asymptotics of (BR(t)+t·a) ast  . Also, upper and lower bounds are given when is defined on an arbitrary separable Banach space. Our results range from small deviation estimates to large deviation estimates.Supported in part by NSF grant number DMS-9024961 |
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| Keywords: | 60B05 60B12 60G15 |
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