The Laplace method for small deviations of Gaussian processes of Wiener type

DOI10.1070/SM2005v196n04ABEH000893zbMath1076.60029MaRDI QIDQ5693832

V. R. Fatalov

Publication date: 28 September 2005

Published in: Sbornik: Mathematics (Search for Journal in Brave)

zbMATH Keywords

Wiener processBrownian bridgeoccupation times

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Brownian motion (60J65) Large deviations (60F10)

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