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Volumn 25, Issue 1, 1997, Pages 424-442

On the lower tail probabilities of some random series

Author keywords

Central limit theorem; Laplace transform; Lower tail probabilities; Small balls; Sums of independent variables

Indexed keywords


EID: 0031519750     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1024404294     Document Type: Article
Times cited : (41)

References (19)
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  • 3
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  • 7
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    • On the probability that a Gaussian vector with values in a Hilbert space hits a sphere of small radius
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    • Ibragimov, I.A.1
  • 8
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    • Metric entropy and the small ball problem for Gaussian measures
    • KUELBS, J. and LI, W. V. (1993). Metric entropy and the small ball problem for Gaussian measures. J. Funct. Anal. 116 133-157.
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    • Kuelbs, J.1    Li, W.V.2
  • 10
    • 0009290932 scopus 로고
    • On the lower tail of Gaussian measures
    • Birkhäuser, Boston
    • LI, W. V. (1992). On the lower tail of Gaussian measures. In Probability in Banach Spaces 8 106-117. Birkhäuser, Boston.
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    • Li, W.V.1
  • 11
    • 0040770522 scopus 로고
    • Small ball problems for non-centered Gaussian measures
    • LI, W. V. and LINDE, W. (1993). Small ball problems for non-centered Gaussian measures. Probability and Mathematical Statistics 14 231-251.
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    • Li, W.V.1    Linde, W.2
  • 12
    • 0039596241 scopus 로고
    • Investigation of tail behavior of Gaussian suprema by means of Laplace transform
    • LIFSHITS, M. A. (1994). Investigation of tail behavior of Gaussian suprema by means of Laplace transform. Ann. Inst. H. Poincaré 30 163-179.
    • (1994) Ann. Inst. H. Poincaré , vol.30 , pp. 163-179
    • Lifshits, M.A.1
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    • The probability of small Gaussian ellipsoids and associated conditional moments
    • MAYER-WOLF, E. and ZEITOUNI, O. (1993). The probability of small Gaussian ellipsoids and associated conditional moments. Ann. Probab. 21 14-24.
    • (1993) Ann. Probab. , vol.21 , pp. 14-24
    • Mayer-Wolf, E.1    Zeitouni, O.2
  • 14
    • 0038609748 scopus 로고
    • On some asymptotic representation of the Gaussian measure in a Hilbert space
    • SYTAYA, G. N. (1974). On some asymptotic representation of the Gaussian measure in a Hilbert space. Theory of Stochastic Processes 2 94-104.
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    • Estimates of the Levy-Prokhorov distance in the multivariate central limit theorem for random variables with finite exponential moments
    • ZAITSEV, A. YU. (1987). Estimates of the Levy-Prokhorov distance in the multivariate central limit theorem for random variables with finite exponential moments. Theory Probab. Appl. 31 203-220.
    • (1987) Theory Probab. Appl. , vol.31 , pp. 203-220
    • Zaitsev, A.Yu.1
  • 17
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    • On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions
    • ZAITSEV, A. YU. (1987). On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions. Probab. Theory Related Fields 74 535-566.
    • (1987) Probab. Theory Related Fields , vol.74 , pp. 535-566
    • Zaitsev, A.Yu.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.