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Large and small deviations of a string driven by a two-parameter Gaussian noise white in time

  • Peter Caithamer (a1)

Abstract

Upper as well as lower bounds for both the large deviations and small deviations of several sup-norms associated with the displacements of a one-dimensional string driven by a Gaussian noise which is white in time and has general spatial covariance are developed.

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Corresponding author

Postal address: 952 N. Loomis Street, Naperville, IL 60563, USA. Email address: peter.caithamer@comcast.net

References

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Journal of Applied Probability
  • ISSN: 0021-9002
  • EISSN: 1475-6072
  • URL: /core/journals/journal-of-applied-probability
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