GLORIA

GEOMAR Library Ocean Research Information Access

X
feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
Filter
  • 1990-1994  (5)
  • 1
    Electronic Resource
    Electronic Resource
    Comparison results for the lower tail of Gaussian seminorms (1992)
    Springer
    Journal of theoretical probability 5 (1992), S. 1-31 
    Details
    ISSN: 1572-9230
    Keywords: Lower tail ; Gaussian seminorms ; Gaussian processes ; infinite dimensional Brownian motion
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Let ξ=(ξ n ) be i.i.d.N(0, 1) random variables andq(x), q′(x):R ∞→[0, ∞) be seminorms. We investigate necessary and sufficient conditions that the ratio ofP(q(ξ)〈ε) andP(q′(ξ)〈ε) goes to a positive constant as ε→0+. We give satisfactory answers forl 2-norms and also some results for sup-norms andl p-norms. Some applications are given to the rate of escape of infinite dimensional Brownian motion, and we give the lower tail of the Ornstein-Uhlenbeck process and a weighted Brownian bridge under theL 2-norms.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01046776
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 2
    Electronic Resource
    Electronic Resource
    Small ball estimates for Brownian motion and the Brownian sheet (1993)
    Springer
    Journal of theoretical probability 6 (1993), S. 547-577 
    Details
    ISSN: 1572-9230
    Keywords: Brownian motion ; Brownian sheet ; Gaussian samples ; Hölder norm ; Chung's functional LIL
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Small ball estimates are obtained for Brownian motion and the Brownian sheet when balls are given by certain Hölder norms. As an application of these results we include a functional form of Chung's LIL in this setting.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01066717
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 3
    Electronic Resource
    Electronic Resource
    Lim inf results for the Wiener process and its increments under theL 2-norm (1992)
    Springer
    Probability theory and related fields 92 (1992), S. 69-90 
    Details
    ISSN: 1432-2064
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary LetW(t) be a Wiener process. The lim inf behavior of theL 2-norm ofW(t) on the interval [T-a(T), T] and of |W(t+θT)−W(t)| on the interval [αT, βT] is given under suitable conditions.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01205237
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 4
    Electronic Resource
    Electronic Resource
    On the future infima of some transient processes (1994)
    Springer
    Probability theory and related fields 99 (1994), S. 337-360 
    Details
    ISSN: 1432-2064
    Keywords: 60J65 ; 60G17 ; 60J15 ; 60F05
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Let (X(t), t∈S) be a real-valued stochastic process with ℙ(X(0)=0)=1 and $$\mathbb{P} (\mathop {\lim }\limits_{t \to \infty } X(t) = \infty ) = 1$$ . In this paper we are interested in the reluctance of such a process to tend to infinity. This entails determining the rate of escape of the associated process $$(\mathop {\inf }\limits_{s\underset{\raise0.3em\hbox{$\smash{\scriptscriptstyle-}$}}{ \geqslant } t} X(s), t \in S)$$ , the so-calledfuture infima process.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01199896
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 5
    Electronic Resource
    Electronic Resource
    The Gaussian measure of shifted balls (1994)
    Springer
    Probability theory and related fields 98 (1994), S. 143-162 
    Details
    ISSN: 1432-2064
    Keywords: 60B05 ; 60B12 ; 60G15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Let μ be a centered Gaussian measure on a Hilbert spaceH and let $$B_R \subseteq H$$ be the centered ball of radiusR〉0. Fora∈H and $$\mathop {\lim }\limits_{t{\mathbf{ }} \to {\mathbf{ }}\infty } {\mathbf{ }}R(t)/t〈 {\mathbf{ }}||a||$$ , we give the exact asymptotics of μ(B R(t)+t·a) ast→∞. Also, upper and lower bounds are given when μ is defined on an arbitrary separable Banach space. Our results range from small deviation estimates to large deviation estimates.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01192511
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...