SMALL BALL PROBLEMS FOR NON-CENTERED GAUSSIAN MEASURES
Wenbo V. Li Werner Linde
Abstract: Let be a centered Gaussian random variable with values in a Hilbert space
If then we determine the asymptotic behaviour of
as This extends former results of G. N. Sytaya and V. M. Zolotarev in
the centered case, i.e., for More general, we describe the behaviour of
as for some -valued functions and
Basic tools are the Laplace transform and a modified saddle point method.