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Exact behavior of Gaussian seminorms

The exact lower tail of Gaussian seminorms are evaluated, using a refinement of the techniques presented in Mayer-Wolf and Zeitouni (1993).
Year of publication:
1995
Authors: Dembo, Amir ; Mayer-Wolf, Eddy ; Zeitouni, Ofer
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 23.1995, 3, p. 275-280
Publisher: Elsevier
Subject: Gaussian norms Large deviations
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10005254337
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