Super-Gaussian Decay of Exponentials: A Sufficient Condition
In this article, we present a sufficient condition for the exponential $\exp({-f})$ to have a tail decay stronger than any Gaussian, where $f$ is defined on a locally convex space $X$ and grows faster than a squared seminorm on $X$. In particular, our result proves that $\exp({-p(x)^{2+\varepsilon}+αq(x)^2})$ is integrable for all $α,\varepsilon>0$ w.r.t. a Radon Gaussian measure on a nuclear space $X$, if $p$ and $q$ are continuous seminorms on $X$ with compatible kernels. This can be viewed as an adaptation of Fernique's theorem and, for example, has applications in quantum field theory.
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