Tail behavior of anisotropic norms for Gaussian random fields |
| |
Authors: | Mikhail Lifshits Alexander Nazarov Yakov Nikitin |
| |
Institution: | Department of Mathematics and Mechanics, St. Petersburg State University, St. Petersburg 198504, Russia |
| |
Abstract: | We investigate the logarithmic large deviation asymptotics for anisotropic norms of Gaussian random functions of two variables. The problem is solved by the evaluation of the anisotropic norms of corresponding integral covariance operators. We find the exact values of such norms for some important classes of Gaussian fields. To cite this article: M. Lifshits et al., C. R. Acad. Sci. Paris, Ser. I 336 (2003). |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |