Published June 30, 1998 | Version v1
Journal article

On the small balls problem for equivalent Gaussian measures

Creators

  • 1. M.V. Lomonosov Moscow State University, Moscow (Russian Federation)

Description

Let μ be a centred Gaussian measure in a linear space X with Cameron-Martin space H, let q be a μ-measurable seminorm, and let Q be a μ-measurable second-order polynomial. We show that it is sufficient for the existence of the limit limε→0E(exp Q|q≤ε), where E is the expectation with respect to μ, that the second derivative DH2Q of the function Q be a nuclear operator on H. This condition is also necessary for the existence of the above-mentioned limit for all seminorms q. The problem under discussion can be reformulated as follows: study lim ε→0ν(q≤ε)/μ(q≤ε) for Gaussian measures ν equivalent to μ

Availability note (English)

Available from http://dx.doi.org/10.1070/SM1998v189n05ABEH000319

Additional details

Publishing Information

Journal Title
Sbornik. Mathematics
Journal Volume
189
Journal Issue
5
Journal Page Range
p. 683-705
ISSN
1064-5616

INIS

Country of Publication
United States
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
40073207
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
MATHEMATICAL SPACE; NUCLEAR OPERATORS; POLYNOMIALS
Descriptors DEC
FUNCTIONS; SPACE