首页 | 本学科首页   官方微博 | 高级检索  
     检索      


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!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号