Tail behavior of anisotropic norms for G
β
Mikhail Lifshits; Alexander Nazarov; Yakov Nikitin
π
Article
π
2003
π
Elsevier Science
π
English
β 95 KB
We investigate the logarithmic large deviation asymptotics for anisotropic norms of Gaussian random functions of two variables. The problem is solved by the evaluation of the anisotropic norms of corresponding integral covariance operators. We find the exact values of such norms for some important c