Small tails for the supremum of a gaussian process

Michel Talagrand

Annales de l'I.H.P. Probabilités et statistiques (1988)

  • Volume: 24, Issue: 2, page 307-315
  • ISSN: 0246-0203

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Talagrand, Michel. "Small tails for the supremum of a gaussian process." Annales de l'I.H.P. Probabilités et statistiques 24.2 (1988): 307-315. <http://eudml.org/doc/77328>.

@article{Talagrand1988,
author = {Talagrand, Michel},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Borell's inequality; Gaussian process with continuous covariance; bounded sample paths},
language = {eng},
number = {2},
pages = {307-315},
publisher = {Gauthier-Villars},
title = {Small tails for the supremum of a gaussian process},
url = {http://eudml.org/doc/77328},
volume = {24},
year = {1988},
}

TY - JOUR
AU - Talagrand, Michel
TI - Small tails for the supremum of a gaussian process
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1988
PB - Gauthier-Villars
VL - 24
IS - 2
SP - 307
EP - 315
LA - eng
KW - Borell's inequality; Gaussian process with continuous covariance; bounded sample paths
UR - http://eudml.org/doc/77328
ER -

References

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  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

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