On the exact asymptotics of small deviations of L₂-norm for some Gaussian random fields

DOI10.1137/S0040585X97T98912XzbMATH Open1442.60060OpenAlexW2915022471MaRDI QIDQ4618062FDOQ4618062

Authors L. V. Rozovsky

Publication date 7 February 2019

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t98912x

zbMATH Keywords

Gaussian random fieldtensor productsmall deviations\(L_2\)-normKarhunen-Loève expansion

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Random fields (60G60)

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Cites work

• scientific article; zbMATH DE number 3852155 (Why is no real title available?)
• scientific article; zbMATH DE number 3504208 (Why is no real title available?)
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets
• Comparison results for the lower tail of Gaussian seminorms
• Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes
• On Gaussian Measure of Balls in a Hilbert Space
• On spectral asymptotics of the tensor product of operators with almost regular marginal asymptotics
• On the lower tail probabilities of some random series
• Small ball probabilities for Gaussian random fields and tensor products of compact operators
• Small ball probabilities for certain Gaussian random fields
• Small ball probabilities for smooth Gaussian fields and tensor products of compact operators

Cited in

(9)

• Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets
• Small deviations in \(L_2\)-norm for Gaussian dependent sequences
• \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
• Small deviations for Matérn random fields and processes in the Hilbert norm
• Tail behavior of anisotropic norms for Gaussian random fields
• scientific article; zbMATH DE number 2213819 (Why is no real title available?)
• Small ball probabilities for certain Gaussian random fields
• Small deviations of Gaussian random fields in \(L_{q}\)-spaces
• Mixed fractional Brownian motion: a spectral take

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