Large deviations of Gaussian measures on spaces l(p) and L-p, p>=2

被引：0

作者：

Fatalov, VR ^{[1
]}

机构：

[1] YEREVAN STATE UNIV,MEZHVUZOVSKII NAUCHNYI CTR PRIKLADNYM PROBLEMAM M,YEREVAN 375049,ARMENIA

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 1997年 / 41卷 / 03期

关键词：

Gaussian measure on Banach spaces; large deviations; spaces l(p) and L-p; p>=2; the Wiener measure; omega(p)-statisitc; INDEPENDENT RANDOM VECTORS; LAPLACE APPROXIMATIONS; SUMS;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Now the theory of summing of independent random elements with values in Banach space is developing extensively. In view of the central limit theorem Gaussian distributions arise as limiting. In the paper the exact asymptotics for large deviations of Gaussian measures of sets on general Banach spaces are found. The main result obtained in the paper is applied for calculation of asymptotics of Gaussian measures of balls on the spaces iota(p) and L-p, p greater than or equal to 2 (in the case of the Wiener measure). Applications to the theory of statistics of type omega(p), p greater than or equal to 2, are discussed.

引用

页码：548 / 555

页数：8