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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)

 

Gaussian measure of large balls in a Hilbert space


Author: Chii-Ruey Hwang
Journal: Proc. Amer. Math. Soc. 78 (1980), 107-110
MSC: Primary 60B11; Secondary 60G15
Erratum: Proc. Amer. Math. Soc. 94 (1985), 188.
MathSciNet review: 548094
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Abstract: Let P be a zero mean Gaussian measure in a Hilbert space. The asymptotic behavior of $ P\{ {\left\Vert {x - b} \right\Vert^2} > \varepsilon \} $ as $ \varepsilon \to \infty $ is studied in this note.


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Additional Information

DOI: http://dx.doi.org/10.1090/S0002-9939-1980-0548094-4
PII: S 0002-9939(1980)0548094-4
Keywords: Asymptotic behavior, Gaussian measure, Hilbert space, Laplace transform, Tauberian theorem
Article copyright: © Copyright 1980 American Mathematical Society