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  • 1
    Electronic Resource
    Electronic Resource
    The Gaussian measure of shifted balls (1994)
    Springer
    Probability theory and related fields 98 (1994), S. 143-162 
    Details
    ISSN: 1432-2064
    Keywords: 60B05 ; 60B12 ; 60G15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Let μ be a centered Gaussian measure on a Hilbert spaceH and let $$B_R \subseteq H$$ be the centered ball of radiusR〉0. Fora∈H and $$\mathop {\lim }\limits_{t{\mathbf{ }} \to {\mathbf{ }}\infty } {\mathbf{ }}R(t)/t〈 {\mathbf{ }}||a||$$ , we give the exact asymptotics of μ(B R(t)+t·a) ast→∞. Also, upper and lower bounds are given when μ is defined on an arbitrary separable Banach space. Our results range from small deviation estimates to large deviation estimates.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01192511
    Library Location Call Number Volume/Issue/Year Availability
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    Paper (German National Licenses)
    Fulltext
  • 2
    Electronic Resource
    Electronic Resource
    Some remarks on a question of Strassen (1996)
    Springer
    Probability theory and related fields 104 (1996), S. 211-229 
    Details
    ISSN: 1432-2064
    Keywords: Mathematics Subject classification: 60B12 ; 60F15 ; 60F17 ; 60G15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary.  Strassen’s original functional law of the iterated logarithm for partial sums and Brownian motion examined convergence and clustering in the sup-norm. Here we address what happens if we use the much larger H-norm. We provide the answer to a query which appeared at the end of Strassen’s original paper, and also present several contrasting results which are shown to be essentially best possible.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01247838
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 3
    Electronic Resource
    Electronic Resource
    Some remarks on a question of Strassen (1996)
    Springer
    Probability theory and related fields 104 (1996), S. 211-229 
    Details
    ISSN: 1432-2064
    Keywords: 60B12 ; 60F15 ; 60F17 ; 60G15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Strassen's original functional law of the iterated logarithm for partial sums and Brownian motion examined convergence and clustering in the sup-norm. Here we address what happens if we use the much larger H-norm. We provide the answer to a query which appeared at the end of Strassen's original paper, and also present several contrasting results which are shown to be essentially best possible.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01247838
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
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