Small ball probabilities for Gaussian random fields and tensor products of compact operators
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Publication:5437602
DOI10.1090/S0002-9947-07-04233-XzbMath1136.60024MaRDI QIDQ5437602
Alexander I. Nazarov, A. I. Karol, Yakov Yu. Nikitin
Publication date: 21 January 2008
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
fractional Brownian motion; Brownian sheet; spectral asymptotics; Ornstein-Uhlenbeck sheet; small deviations; tensor product of operators
Related Items
Approximation complexity of additive random fields, Boundary non-crossings of Brownian pillow, Log-level comparison principle for small ball probabilities, Small deviations for Matérn random fields and processes in the Hilbert norm
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