Pages that link to "Item:Q5396960"
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The following pages link to Ergodic means for large values of $ T$ and exact asymptotics of small deviations for a multi-dimensional Wiener process (Q5396960):
Displayed 5 items.
- Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context (Q403189) (← links)
- Small deviation probabilities for sums of independent positive random variables (Q2227903) (← links)
- Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations (Q2671966) (← links)
- Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals (Q4568553) (← links)
- Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means (Q4596676) (← links)