Small ball probabilities for Gaussian random fields and tensor products of compact operators (Q5437602)
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scientific article; zbMATH DE number 5229005
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| English | Small ball probabilities for Gaussian random fields and tensor products of compact operators |
scientific article; zbMATH DE number 5229005 |
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Small ball probabilities for Gaussian random fields and tensor products of compact operators (English)
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21 January 2008
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small deviations
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fractional Brownian motion
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Brownian sheet
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Ornstein-Uhlenbeck sheet
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tensor product of operators
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spectral asymptotics
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0.9540083408355712
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0.8620153069496155
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0.859069287776947
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