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 Teor. Veroyatnost. i Primenen.: Year: Volume: Issue: Page: Find

 Teor. Veroyatnost. i Primenen., 1996, Volume 41, Issue 3, Pages 682–689 (Mi tvp3183)

Short Communications

Large deviations of Gaussian measures in the spaces $l^p$ and $L^p$, $p\ge 2$

V. R. Fatalov

Yerevan State University, Faculty of Informatics and Applied Mathematics

DOI: https://doi.org/10.4213/tvp3183

Full text: PDF file (500 kB)

English version:
Theory of Probability and its Applications, 1997, 41:3, 548–555

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Revised: 20.07.1995

Citation: V. R. Fatalov, “Large deviations of Gaussian measures in the spaces $l^p$ and $L^p$, $p\ge 2$”, Teor. Veroyatnost. i Primenen., 41:3 (1996), 682–689; Theory Probab. Appl., 41:3 (1997), 548–555

Citation in format AMSBIB
\Bibitem{Fat96} \by V.~R.~Fatalov \paper Large deviations of Gaussian measures in the spaces~$l^p$ and~$L^p$, $p\ge 2$ \jour Teor. Veroyatnost. i Primenen. \yr 1996 \vol 41 \issue 3 \pages 682--689 \mathnet{http://mi.mathnet.ru/tvp3183} \crossref{https://doi.org/10.4213/tvp3183} \mathscinet{http://www.ams.org/mathscinet-getitem?mr=1450087} \zmath{https://zbmath.org/?q=an:0887.60036} \transl \jour Theory Probab. Appl. \yr 1997 \vol 41 \issue 3 \pages 548--555 \crossref{https://doi.org/10.1137/TPRBAU000041000003000532000001} \isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=A1997XZ71800012} 

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Citing articles on Google Scholar: Russian citations, English citations
Related articles on Google Scholar: Russian articles, English articles

This publication is cited in the following articles:
1. V. R. Fatalov, “Large deviations of the $L^p$-norm of a Wiener process with drift”, Math. Notes, 65:3 (1999), 358–364
2. V. R. Fatalov, “Constants in the asymptotics of small deviation probabilities for Gaussian processes and fields”, Russian Math. Surveys, 58:4 (2003), 725–772
3. V. R. Fatalov, “Asymptotics of large deviations of Gaussian processes of Wiener type for $L^p$-functionals, $p>0$, and the hypergeometric function”, Sb. Math., 194:3 (2003), 369–390
4. V. R. Fatalov, “Large deviations for Gaussian processes in Hölder norm”, Izv. Math., 67:5 (2003), 1061–1079
5. V. R. Fatalov, “Precise Laplace-type asymptotics for moderate deviations of the distributions of sums of independent Banach-valued random elements”, Theory Probab. Appl., 48:4 (2004), 642–663
6. V. R. Fatalov, “Point Asymptotics for Probabilities of Large Deviations of the $\omega^2$ Statistics in Verification of the Symmetry Hypothesis”, Problems Inform. Transmission, 40:3 (2004), 212–225
7. V. R. Fatalov, “The Laplace method for small deviations of Gaussian processes of Wiener type”, Sb. Math., 196:4 (2005), 595–620
8. V. R. Fatalov, “Exact Asymptotics of Large Deviations of Stationary Ornstein–Uhlenbeck Processes for $L^p$-Functional, $p>0$”, Problems Inform. Transmission, 42:1 (2006), 46–63
9. V. R. Fatalov, “Exact Asymptotics of Distributions of Integral Functionals of the Geometric Brownian Motion and Other Related Formulas”, Problems Inform. Transmission, 43:3 (2007), 233–254
10. V. R. Fatalov, “Some asymptotic formulas for the Bogoliubov Gaussian measure”, Theoret. and Math. Phys., 157:2 (2008), 1606–1625
11. V. R. Fatalov, “Exact asymptotics of Laplace-type Wiener integrals for $L^p$-functionals”, Izv. Math., 74:1 (2010), 189–216
12. V. R. Fatalov, “Integral Functionals for the Exponential of the Wiener Process and the Brownian Bridge: Exact Asymptotics and Legendre Functions”, Math. Notes, 92:1 (2012), 79–98
13. V. R. Fatalov, “On the Laplace method for Gaussian measures in a Banach space”, Theory Probab. Appl., 58:2 (2014), 216–241
14. V. R. Fatalov, “The Laplace method for Gaussian measures and integrals in Banach spaces”, Problems Inform. Transmission, 49:4 (2013), 354–374
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