Laplace transforms via {H}adamard factorization
From MaRDI portal
Publication:1767506
zbMath1064.60061MaRDI QIDQ1767506
Fuchang Gao, Tzong-Yow Lee, Fred Torcaso, Jan Hannig
Publication date: 8 March 2005
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/124729
Related Items (20)
Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets ⋮ Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems ⋮ ‐SMALL DEVIATIONS FOR WEIGHTED STATIONARY PROCESSES ⋮ A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process ⋮ On small deviation asymptotics in \(L_2\) of some mixed Gaussian processes ⋮ Probability and statistics. Part 6. Transl. from the Russian ⋮ Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ Exact small ball asymptotics in weighted \(L_2\)-norm for some Gaussian processes ⋮ Statistical inference for \(L^2\)-distances to uniformity ⋮ Karhunen-Loève expansion for additive Slepian processes ⋮ Logarithmic level comparison for small deviation probabilities ⋮ Logarithmic level comparison for small deviation probabilities ⋮ Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions ⋮ On quadratic functionals of the Brownian sheet and related processes ⋮ Small ball probabilities for Gaussian random fields and tensor products of compact operators ⋮ Log-level comparison principle for small ball probabilities ⋮ The Small Ball Asymptotics in Hilbert Norm for the Kac--Kiefer--Wolfowitz Processes ⋮ Exact small ball constants for some Gaussian processes under the \(L^2\)-norm ⋮ Small ball probabilities for the Slepian Gaussian fields
This page was built for publication: Laplace transforms via {H}adamard factorization
