Small ball constants and tight eigenvalue asymptotics for fractional Brownian motions
From MaRDI portal
Publication:1868445
DOI10.1023/A:1022226420564zbMath1060.60036MaRDI QIDQ1868445
Publication date: 27 April 2003
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Related Items (16)
Spectral analysis for some multifractional Gaussian processes ⋮ Sharp asymptotics of the functional quantization problem for Gaussian processes. ⋮ ‐SMALL DEVIATIONS FOR WEIGHTED STATIONARY PROCESSES ⋮ On small deviation asymptotics in \(L_2\) of some mixed Gaussian processes ⋮ On the eigenproblem for Gaussian bridges ⋮ 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 ⋮ Estimation of the Sobol indices in a linear functional multidimensional model ⋮ Harmonic analysis meets stationarity: a general framework for series expansions of special Gaussian processes ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ Small ball probabilities and large deviations for grey Brownian motion ⋮ Estimation of the Hurst parameter in some fractional processes ⋮ Mixed fractional Brownian motion: a spectral take ⋮ Random databases with approximate record matching ⋮ Small ball probabilities for Gaussian random fields and tensor products of compact operators ⋮ Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes ⋮ Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
This page was built for publication: Small ball constants and tight eigenvalue asymptotics for fractional Brownian motions
