Small ball probabilities for certain gaussian fields
Probability
2017-05-16 v1
Abstract
We study the behavior of the tail probabilities as , where is defined by the following double sum where are independent standard normal random variables, and and are constants: .
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}
}