Small ball constants and tight eigenvalue asymptotics for fractional Brownian motions

DOI10.1023/A:1022226420564zbMATH Open1060.60036WikidataQ107199758 ScholiaQ107199758MaRDI QIDQ1868445FDOQ1868445

Authors: Jared C. Bronski

Publication date: 27 April 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

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zbMATH Keywords

eigenvalue asymptotics small ball probabilities Fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability measures on topological spaces (60B05)

Cited In (18)

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On small deviation asymptotics in \(L_2\) of some mixed Gaussian processes
Small ball probabilities for Gaussian random fields and tensor products of compact operators
Mixed fractional Brownian motion: a spectral take
Harmonic analysis meets stationarity: a general framework for series expansions of special Gaussian processes
Small ball probabilities and large deviations for grey Brownian motion
Sharp asymptotics of the functional quantization problem for Gaussian processes.
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Ergodicity and invariant measures for a diffusing passive scalar advected by a random channel shear flow and the connection between the Kraichnan-Majda model and Taylor-Aris dispersion
\(L_{2}\)-small deviations for weighted stationary processes
Small ball probabilities of fractional Brownian sheets via fractional integration operators
\( L_2\)-small ball asymptotics for Gaussian random functions: a survey
On the eigenproblem for Gaussian bridges
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Estimation of the Hurst parameter in some fractional processes

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