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

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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)

Cites Work

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• Small ball probabilities for Gaussian random fields and tensor products of compact operators
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• On the lower tail probabilities of some random series
• Comparison results for the lower tail of Gaussian seminorms
• Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets
• Title not available (Why is that?)
• Small ball probabilities for smooth Gaussian fields and tensor products of compact operators
• Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes
• On Gaussian Measure of Balls in a Hilbert Space
• Small ball probabilities for certain Gaussian random fields
• On spectral asymptotics of the tensor product of operators with almost regular marginal asymptotics

Cited In (7)

• Small deviations of Gaussian random fields in \(L_{q}\)-spaces
• Mixed fractional Brownian motion: a spectral take
• Tail behavior of anisotropic norms for Gaussian random fields
• Title not available (Why is that?)
• \( L_2\)-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
• Small deviations for Matérn random fields and processes in the Hilbert norm

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