Exact L₂-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems

DOI10.1007/S00440-004-0337-ZzbMATH Open1051.60041OpenAlexW2000585706MaRDI QIDQ1885362FDOQ1885362

Authors: A. I. Nazarov, Yakov Yu. Nikitin

Publication date: 28 October 2004

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-004-0337-z

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scientific article; zbMATH DE number 2097413

zbMATH Keywords

boundary value problem spectral asymptotics Green function small deviations integrated Ornstein-Uhlenbeck process integrated Wiener process

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

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Exact \(L^2\) small balls of Gaussian processes
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Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm.
Chung’s law for integrated Brownian motion
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The Green functions of some boundary value problems via the Bernoulli and Euler polynomials
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Cited In (44)

Spectral analysis for some multifractional Gaussian processes
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Exact small ball asymptotics in weighted \(L_2\)-norm for some Gaussian processes
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
\(L_2\)-small ball asymptotics for some demeaned Gaussian processes
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
Statistical inference for \(L^2\)-distances to uniformity
Mixed fractional Brownian motion: a spectral take
Integrated Brownian motions and exact \(L_2\)-small balls
Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements
Exact \(L^2\) small balls of Gaussian processes
Periodic vibrations of a beam with rigidly sealed ends
Asymptotics of small deviations of the Bogoliubov processes with respect to a quadratic norm
Gaussian processes centered at their online average, and applications
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
Trace formula for a high-order differential operator on an interval under a perturbation of the lower-order term by a finite charge
\(L_{2}\)-small deviations for weighted stationary processes
Karhunen-Loève expansions of \(\alpha\)-Wiener bridges
\( L_2\)-small ball asymptotics for Gaussian random functions: a survey
A trace formula for higher order ordinary differential operators
On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
The small ball asymptotics in Hilbert norm for the Kac-Kiefer-Wolfowitz processes
On the eigenproblem for Gaussian bridges
Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets
Small deviations for Matérn random fields and processes in the Hilbert norm
A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator
Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes
On the existence of countably many periodic solutions of a boundary value problem for the beam vibration equation with homogeneous boundary conditions
Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems
Asymptotic analysis of the learning curve for Gaussian process regression
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
Periodic solutions to the vibration equation of a beam with a rigidly clamped endpoint and an elastically fixed endpoint
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
Spectral asymptotics for problems with integral constraints
Karhunen-Loève expansion for a generalization of Wiener bridge

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