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Дата последнего поиска статьи во внешних источниках: 19 июля 2016 г.
Аннотация:We study probabilities of large extremes of Gaussian chaos processes, that is, homogeneous func
tions of Gaussian vector processes. Important examples are products of Gaussian processes and quadratic
forms of them. Exact asymptotic behaviors of the probabilities are found. To this aim, we use joint results of E. Hashorva, D. Korshunov and the author on Gaussian chaos, as well as a substantially modified asymptotical Double Sum Method.