Gaussian measure of large balls in a Hilbert space
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- by Chii-Ruey Hwang
- Proc. Amer. Math. Soc. 78 (1980), 107-110
- DOI: https://doi.org/10.1090/S0002-9939-1980-0548094-4
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Erratum: Proc. Amer. Math. Soc. 94 (1985), 188.
Abstract:
Let P be a zero mean Gaussian measure in a Hilbert space. The asymptotic behavior of $P\{ {\left \| {x - b} \right \|^2} > \varepsilon \}$ as $\varepsilon \to \infty$ is studied in this note.References
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- V. M. Zolotarev, A probability problem, Teor. Verojatnost. i Primenen. 6 (1961), 219–222 (Russian, with English summary). MR 0150800
- Eugene E. Kohlbecker, Weak asymptotic properties of partitions, Trans. Amer. Math. Soc. 88 (1958), 346–365. MR 95808, DOI 10.1090/S0002-9947-1958-0095808-9
Bibliographic Information
- © Copyright 1980 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 78 (1980), 107-110
- MSC: Primary 60B11; Secondary 60G15
- DOI: https://doi.org/10.1090/S0002-9939-1980-0548094-4
- MathSciNet review: 548094