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Proceedings of the American Mathematical Society

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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.

References [Enhancements On Off] (What's this?)

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Keywords: Asymptotic behavior, Gaussian measure, Hilbert space, Laplace transform, Tauberian theorem
Article copyright: © Copyright 1980 American Mathematical Society

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