Small tails for the supremum of a gaussian process

 Access to full text

 Full (PDF)

1. [1] S.M. Berman, An Asymptotic Formula for the Distribution of the Maximum of a Gaussian Process with Stationary Increments, J. Applied Probability, 22, 1985, pp. 454- 460. Zbl0607.60031MR789369
2. [2] S.M. Berman, The Maximum of a Gaussian Process with Nonconstant Variance, Ann. Inst. Henri Poincaré, 21, 1985, pp. 383-391. Zbl0577.60036MR823082
3. [3] C. Borell, The Brunn-Minkowski Inequality in Gauss Space, Invent. Math., 30, 1975, pp. 207-216. Zbl0292.60004MR399402
4. [4] X. Fernique, Intégrabilité des vecteurs gaussiens, C.R. Acad. Sci. Paris, 270, 1970, pp. 1698-1699. Zbl0206.19002MR266263
5. [5] H. Landau and L.A. Shepp, On the Supremum of a Gaussian Process, Sanka, 32, 1970, pp. 369-378. Zbl0218.60039MR286167
6. [6] M.B. Marcus and G. Pisier, Random Fourier Series with Applications to Harmonic Analysis, Ann. Math. Studies, Vol. 101, 1981, Princeton University Press, Princeton, N.J. Zbl0474.43004MR630532
7. [7] V.I. Piterbarg and V.P. Prisjaznjuk, Asymptotics of the Probability of Large Encursions for a Nonstationary Gaussian Process, Theor. Probability Math. Statist., Vol. 19, 1978, pp. 131-144. Zbl0433.60030
8. [8] M. Talagrand, Sur l'intégrabilité des vecteurs Gaussiens, Z. Wahrsch. verw. Gebiete, 68, 1984, pp. 1-8. Zbl0529.60034MR767440
9. [9] M. Talagrand, Regularity of Gaussian Process, Acta. Math., 159, 1987, pp. 99-149. Zbl0712.60044MR906527

1. M. A. Lifshits, Tail probabilities of gaussian suprema and Laplace transform
2. Michel Ledoux, Inégalités isopérimétriques en analyse et probabilités