Constants in the asymptotics of small deviation probabilities for Gaussian processes and fields

DOI10.1070/RM2003V058N04ABEH000643MaRDI QIDQ4829628zbMATH OpenOpenAlexFDO

Authors V. R. Fatalov

Publication date 29 November 2004

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm2003v058n04abeh000643

zbMATH Keywords

Wiener processesBessel processesOrlicz normsChung's law of the iterated logarithmfractional Ornstein-Uhlenbeck processesGaussian Markov processesBrownian bridgesweighted sup-normsHölder normsWiener pillow

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60)

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Cited in

(18)

• Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations
• \(L_2\)-small ball asymptotics for some demeaned Gaussian processes
• Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets
• Optimization of small deviation for mixed fractional Brownian motion with trend
• Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\)
• Path regularity of Gaussian processes via small deviations
• Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞
• Small deviations for Gaussian Markov processes under the sup-norm
• \(L_2\)-small ball asymptotics for a family of finite-dimensional perturbations of Gaussian functions
• \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
• Small ball probabilities for Gaussian random fields and tensor products of compact operators
• Small deviations for Matérn random fields and processes in the Hilbert norm
• Small deviations of iterated processes in the space of trajectories
• On small deviation probabilities for certain iterated random processes
• Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\)
• Degenerate self-similar measures, spectral asymptotics and small deviations of Gaussian processes
• Exact small ball constants for some Gaussian processes under the \(L^2\)-norm
• A distributional identity for the bivariate Brownian bridge: a nontensor Gaussian field

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