Published June 30, 1998
| Version v1
Journal article
On the small balls problem for equivalent Gaussian measures
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/SM1998v189n05ABEH000319Additional details
Identifiers
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