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Tail behavior of anisotropic norms for Gaussian random fields

✍ Scribed by Mikhail Lifshits; Alexander Nazarov; Yakov Nikitin

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
95 KB
Volume
336
Category
Article
ISSN
1631-073X

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✦ Synopsis

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 classes of Gaussian fields.

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