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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1985 Volume 142, Pages 98–108 (Mi znsl4321)

This article is cited in 1 paper

The mean distance for the occupation times of a Gaussian process

S. B. Makarova


Abstract: One investigates the question of the asymptotic behavior of the quantity $E_q(N)=E_fE_q\varkappa_q^2(P_f,P_q)$, where $P$ is a probability measure in $\mathbb R^n$, satisfying a natural normalization condition, the linear functional $f$ and $q$ are selected independently with respect to the standard Gaussian measure, while $\varkappa_q$ is the distance in $L_q$ between distribution functions. One proves the inequalities $E_1(N)\le c\ln(N+1)$, $E_q(N)\le c_q$ for $q\in(1,2]$.

UDC: 519.2


 English version:
Journal of Soviet Mathematics, 1987, 36:4, 502–509

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