English

Small ball probabilities for certain gaussian fields

Probability 2017-05-16 v1

Abstract

We study the behavior of the tail probabilities P(V2<r)P(V^2<r) as r0r\to 0, where V2V^2 is defined by the following double sum V2=π4i,j1((i+b)(j+δ))2ξij2, V^2 =\pi^{-4}\,\sum\limits_{i,j\ge 1} \Big((i+b)\,(j + \delta)\Big)^{-2}\,\xi_{ij}^2, where {ξij} \{\xi_{ij}\} are independent standard normal random variables, and bb and δ\delta are constants: b>1, δ>1b>-1,\ \delta>-1.

Keywords

Cite

@article{arxiv.1705.05001,
  title  = {Small ball probabilities for certain gaussian fields},
  author = {L. Rozovsky},
  journal= {arXiv preprint arXiv:1705.05001},
  year   = {2017}
}
R2 v1 2026-06-22T19:46:35.375Z