Exact \(L^2\) small balls of Gaussian processes (Q1827458)
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scientific article; zbMATH DE number 2083458
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| English | Exact \(L^2\) small balls of Gaussian processes |
scientific article; zbMATH DE number 2083458 |
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Exact \(L^2\) small balls of Gaussian processes (English)
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6 August 2004
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This paper proves a comparison theorem extending Li\(^{(6)}\) and develops a complex-analytic approach to treat \(L^2\) small ball probabilities of Gaussian processes. The paper demonstrates the techniques for the \(m\)-times integrated Brownian motions and in examples where one can not apply Li comparison theorem.
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small ball probabilities
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integrated Brownian motions
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comparison theorems
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0.9608419
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0.9466524
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0.9425713
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0.93143284
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0.9311747
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0.9292122
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