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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2024 Volume 69, Issue 2, Pages 369–392 (Mi tvp5652)

High excursion probabilities for gaussian fields won smooth manifolds

V. I. Piterbargabc

a Lomonosov Moscow State University
b National Research University Higher School of Economics, Moscow
c Scientific Research Institute for System Analysis of the Russian Academy of Sciences, Moscow

Abstract: Gaussian random fields on finite-dimensional smooth manifolds, whose variance functions reach their maximum values at smooth submanifolds, are considered, and the exact asymptotic behavior of large excursion probabilities is established. It is shown that our conditions on the behavior of the covariation and variance are best possible in the context of the classical Pickands double sum method. Applications of our asymptotic formulas to large deviations of Gaussian vector processes are considered, and some examples are given. This paper continues the previous study of the author with Kobelkov, Rodionov, and Hashorva [J. Math. Sci., 262 (2022), pp. 504–513] which was concerned with Gaussian processes and fields on manifolds with a single point of maximum of the variance.

Keywords: nonstationary random field, Gaussian vector process, Gaussian field, large excursion, Pickands method, double sum method.

Received: 18.05.2023

DOI: 10.4213/tvp5652


 English version:
Theory of Probability and its Applications, 2024, 69:2, 294–312

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© Steklov Math. Inst. of RAS, 2025