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Gaussian norms Large deviations
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Dembo, Amir
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Mayer-Wolf, Eddy
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Zeitouni, Ofer
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Exact behavior of Gaussian seminorms
Dembo, Amir
;
Mayer-Wolf, Eddy
;
Zeitouni, Ofer
- In:
Statistics & Probability Letters
23
(
1995
)
3
,
pp. 275-280
The exact lower tail of Gaussian seminorms are evaluated, using a refinement of the techniques presented in Mayer-Wolf and Zeitouni (1993).
Persistent link: https://www.econbiz.de/10005254337
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