Exact L^2 small balls of Gaussian processes
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Publication:1827458
DOI10.1023/B:JOTP.0000020705.28185.4CzbMATH Open1049.60028OpenAlexW2092927730MaRDI QIDQ1827458FDOQ1827458
Authors: Fuchang Gao, Tzong-Yow Lee, Fred Torcaso, Jan Hannig 
Publication date: 6 August 2004
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:jotp.0000020705.28185.4c
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- Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context
- Probability and statistics. Part 6. Transl. from the Russian
- \(L_2\)-small ball asymptotics for a family of finite-dimensional perturbations of Gaussian functions
- Logarithmic level comparison for small deviation probabilities
- Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
- Small ball probabilities for Gaussian random fields and tensor products of compact operators
- In memory of Wenbo V. Li's contributions
- Boundary non-crossings of Brownian pillow
- Integrated Brownian motions and exact \(L_2\)-small balls
- Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
- On quadratic functionals of the Brownian sheet and related processes
- Log-level comparison principle for small ball probabilities
- Comparison theorems for the small ball probabilities of the Green Gaussian processes in weighted \(L_2\)-norms
- \(L_{2}\)-small deviations for weighted stationary processes
- \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
- Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets
- Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems
- Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞
- Exact \(L_2\)-small ball asymptotics for some Durbin processes
- Logarithmic level comparison for small deviation probabilities
- Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes
- Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)
- Exact small ball constants for some Gaussian processes under the \(L^2\)-norm
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