\( L_2\)-small ball asymptotics for Gaussian random functions: a survey (Q6168535): Difference between revisions

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scientific article; zbMATH DE number 7724293

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English	\( L_2\)-small ball asymptotics for Gaussian random functions: a survey	scientific article; zbMATH DE number 7724293

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scholarly article

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\( L_2\)-small ball asymptotics for Gaussian random functions: a survey (English)

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Alexander I. Nazarov

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Probability Surveys

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publication date

9 August 2023

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full work available at URL

https://arxiv.org/abs/2305.08927

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https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/L2-small-ball-asymptotics-for-Gaussian-random-functions-A/10.1214/23-PS20.full

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zbMATH Keywords

small ball probabilities

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Gaussian processes

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Hilbertian norm

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spectral asymptotics

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MaRDI profile type

MaRDI publication profile

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A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process

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Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion

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Karhunen-Loève expansions for the detrended Brownian motion

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Minima of \(H\)-valued Gaussian processes

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Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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On the lower tail probabilities of some random sequences in \(l_{ p }\)

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Small deviations for a family of smooth Gaussian processes

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Small Deviations of Smooth Stationary Gaussian Processes

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Karhunen-Loève expansions of \(\alpha\)-Wiener bridges

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Karhunen-Loève expansion for a generalization of Wiener bridge

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Exact small ball constants for some Gaussian processes under the \(L^2\)-norm

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Identifying the multifractional function of a Gaussian process

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ASYMPTOTIC BEHAVIOR OF THE SPECTRUM OF WEAKLY POLAR INTEGRAL OPERATORS

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On the negative discrete spectrum of a periodic elliptic operator in a waveguide-type domain, perturbed by a decaying potential.

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On small deviations of series of weighted random variables

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Small deviations of series of independent positive random variables with weights close to exponential

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Small ball constants and tight eigenvalue asymptotics for fractional Brownian motions

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The Wiener Measure of Hilbert Neighborhoods in the Space of Real Continuous Functions

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Tensor Gaussian measures on \(L^p(E)\)

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Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion

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Sharp asymptotics in a fractional Sturm-Liouville problem

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Mixed fractional Brownian motion: a spectral take

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On the eigenproblem for Gaussian bridges

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On the existence of natural rate of escape functions for infinite dimensional Brownian motions

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Extremes of moving averages of random variables with finite endpoint

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Karhunen-Loève expansions of mean-centered Wiener processes

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A Karhunen-Loève expansion for a mean-centered Brownian bridge

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On quadratic functionals of the Brownian sheet and related processes

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Exact behavior of Gaussian seminorms

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Small ball probabilities around random centers of Gaussian measures and applications to quantization

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Fubini's theorem for double Wiener integrals and the variance of the Brownian path

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Weak convergence of the sample distribution function when parameters are estimated

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Constants in the asymptotics of small deviation probabilities for Gaussian processes and fields

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Nonparametric functional data analysis. Theory and practice.

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Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets

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Refinement of the spectral asymptotics of generalized Krein Feller operators

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On spectral asymptotics of the Sturm-Liouville problem with self-conformal singular weight with strong bounded distortion property

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On spectral asymptotics of the Sturm-Liouville problem with self-conformal singular weight

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Laplace transforms via {H}adamard factorization

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Exact \(L^2\) small balls of Gaussian processes

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Comparison theorems for small deviations of random series

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Integrated Brownian motions and exact \(L_2\)-small balls

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Logarithmic level comparison for small deviation probabilities

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Small ball probabilities for the Slepian Gaussian fields

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Functional quantization and small ball probabilities for Gaussian processes

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On the lower tail of Gaussian seminorms

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Small deviations in \(L_2\)-norm for Gaussian dependent sequences

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Hitting probability of a Gaussian vector with values in a Hilbert space in a sphere of small radius

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On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods

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An Explicit Representation of a Stationary Gaussian Process

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Small ball probabilities for smooth Gaussian fields and tensor products of compact operators

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Spectral analysis for some multifractional Gaussian processes

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Small ball probabilities for Gaussian random fields and tensor products of compact operators

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Asymptotic analysis in multivariate average case approximation with Gaussian kernels

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Multiparameter Processes

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Chung’s law for integrated Brownian motion

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Weyl's problem for the spectral distribution of Laplacians on P.C.F. self-similar fractals

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Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context

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A Cameron-Martin type formula for general Gaussian processes--a filtering approach

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Asymptotic accuracy in estimation of a fractional signal in a small white noise

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Metric entropy and the small ball problem for Gaussian measures

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The Gaussian measure of shifted balls

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Covering numbers of Gaussian reproducing kernel Hilbert spaces

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Spectral asymptotic behavior of a class of integral operators

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Comparison results for the lower tail of Gaussian seminorms

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On the lower tail probabilities of some random series

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Lectures on Gaussian Processes

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‐SMALL DEVIATIONS FOR WEIGHTED STATIONARY PROCESSES

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Tail behavior of anisotropic norms for Gaussian random fields

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Exact behavior of Gaussian measures of translated balls in Hilbert spaces

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Karhunen-Loève expansion for additive Brownian motions

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Sharp asymptotics of the functional quantization problem for Gaussian processes.

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The probability of small Gaussian ellipsoids and associated conditional moments

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Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems

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On A Set Of Transformations of Gaussian Random Functions

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Log-level comparison principle for small ball probabilities

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Some lemmata on the perturbation of the spectrum

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Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes

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Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems

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Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes

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On small deviation asymptotics in \(L_2\) of some mixed Gaussian processes

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Gaussian processes centered at their online average, and applications

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Spectral equivalence of Gaussian random functions: operator approach

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The Small Ball Asymptotics in Hilbert Norm for the Kac--Kiefer--Wolfowitz Processes

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\( L_2\)-small ball asymptotics for Gaussian random functions: a survey

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Exact small ball asymptotics in weighted \(L_2\)-norm for some Gaussian processes

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Comparison theorems for the small ball probabilities of the Green Gaussian processes in weighted $L_2$-norms

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Degenerate self-similar measures, spectral asymptotics and small deviations of Gaussian processes

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Exact Small Deviation Asymptotics for Some Brownian Functionals

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Asymptotic behaviour of the spectra of integral convolution operators on a finite interval with homogeneous polar kernels

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On the average complexity of multivariate problems

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Exact \(L_2\)-small ball asymptotics for some Durbin processes

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Spectral asymptotics for problems with integral constraints

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Small deviations for Matérn random fields and processes in the Hilbert norm

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Asymptotics of small deviations of the Bogoliubov processes with respect to a quadratic norm

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Small Deviations Asymptotics for Matérn Processes and Fields under Weighted Quadratic Norm

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Une généralisation du développement de Karhunen–Loève du pont brownien

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Multivariate extensions of the Anderson--Darling process.

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On three families of Karhunen-Loève expansions associated with classical orthogonal polynomials

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Path properties of multifractal Brownian motion

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On spectral asymptotics of the Neumann problem for the Sturm-Liouville equation with self-similar weight of generalized Cantor type

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On spectral asymptotics of the tensor product of operators with almost regular marginal asymptotics

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Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions

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Small Deviation Probabilities for Weighted Sum of Independent Random Variables with a Common Distribution Having a Power Decrease at Zero, under Minimal Moment Assumptions

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On the Exact Asymptotics of Small Deviations of $L_2$-Norm for some Gaussian Random Fields

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Small ball probabilities for certain Gaussian random fields

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Fractional Brownian motion with variable Hurst parameter: definition and properties

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Regularly varying functions

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Singular points of a self-similar function of spectral order zero: self-similar Stieltjes string

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Asymptotics of the spectrum of a differential operator with the weight generated by the Minkowski function

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Boundary-value problems for ordinary differential equations with a parameter in the boundary conditions

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Boundary problems for ordinary differential equations with parameter in the boundary conditions

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On a Spectral Problem Related to Self-Similar Measures

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Asymptotic Distribution of Eigenvalues of the Kernel in the Kirkwood-Riseman Integral Equation

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Rates of contraction of posterior distributions based on Gaussian process priors

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Weak convergence and empirical processes. With applications to statistics

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Oscillation method in the spectral problem for a fourth order differential operator with a self-similar weight

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On a class of singular Sturm–Liouville problems

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Indefinite Sturm-Liouville problem for some classes of self-similar singular weights

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Self-similar functions in $ L_2\lbrack0,1\rbrack$ and the Sturm-Liouville problem with a singular indefinite weight

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Asymptotics of the eigenvalues of the Sturm-Liouville problem with discrete self-similar weight

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Asymptotics of eigenvalues in a problem of high even order with discrete self-similar weight

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On the Neumann problem for the Sturm-Liouville equation with Cantor-type self-similar weight

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Asymptotic behavior of the eigenvalues of certain integral equations. II

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1214/23-PS20

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Sitelinks

Mathematics(1 entry)

mardi Publication:6168535

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