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Gaussian measures of large balls in ℝn

  • Werner Linde
Part of the Progress in Probabilty book series (PRPR, volume 25)

Abstract

Let μ be a symmetric Gaussian measure on ℝn. Then we investigate the asymptotic behaviour of the function u → μ{x ∈ ℝn; ‖x-x0‖ > u} as u → ∞ for some norms ‖•‖ and x0 ∈ ℝn. The basic tool for those investigations is a generalization of Laplace’s method to a larger class of functions. The general results are applied to ℓp-norms where we obtain new results for 0<p<2.

Keywords

Covariance Matrix Gaussian Process GAUSSIAN Measure Full Support Large Ball 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Birkhäuser Boston 1991

Authors and Affiliations

  • Werner Linde
    • 1
  1. 1.Friedrich-Schiller-Universität JenaJenaGerman Democratic Republic

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