Some Probability and Entropy Estimates for Gaussian Measures
We compare two estimates for the measure of Banach neighborhoods of Hilbert balls in the reproducing kernel space. Borell’s estimate  is quite general and is known to be sharp for certain cases which involve small probabilities. However, Talagrand  and Goodman  use the openness of certain sets to obtain alternative estimates for cases in which the probability is near one.
KeywordsGaussian Measure Reproduce Kernel Hilbert Space Alternative Estimate Separable Banach Space Tail Distribution
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