Constants in the asymptotics of small deviation probabilities for Gaussian processes and fields
DOI10.1070/RM2003V058N04ABEH000643zbMATH Open1052.60026OpenAlexW1994737732MaRDI QIDQ4829628FDOQ4829628
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
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Cited In (18)
- Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\)
- \(L_2\)-small ball asymptotics for a family of finite-dimensional perturbations of Gaussian functions
- \(L_2\)-small ball asymptotics for some demeaned Gaussian processes
- Small ball probabilities for Gaussian random fields and tensor products of compact operators
- On small deviation probabilities for certain iterated random processes
- Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations
- Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\)
- Small deviations of iterated processes in the space of trajectories
- \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
- A distributional identity for the bivariate Brownian bridge: a nontensor Gaussian field
- 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
- Optimization of small deviation for mixed fractional Brownian motion with trend
- Path regularity of Gaussian processes via small deviations
- Small deviations for Gaussian Markov processes under the sup-norm
- Degenerate self-similar measures, spectral asymptotics and small deviations of Gaussian processes
- Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞
- Exact small ball constants for some Gaussian processes under the \(L^2\)-norm
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