Small ball probabilities for Gaussian random fields and tensor products of compact operators
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- A Cameron-Martin type formula for general Gaussian processes--a filtering approach
- Asymptotic Efficiency of Nonparametric Tests
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets
- Asymptotic behavior of small ball probabilities
- Comparison results for the lower tail of Gaussian seminorms
- Constants in the asymptotics of small deviation probabilities for Gaussian processes and fields
- Exact \(L^2\) small balls of Gaussian processes
- Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
- Exact small ball constants for some Gaussian processes under the \(L^2\)-norm
- Fubini's theorem for double Wiener integrals and the variance of the Brownian path
- Functional quantization and small ball probabilities for Gaussian processes
- Functional quantization of Gaussian processes
- Gaussian processes: Inequalities, small ball probabilities and applications
- Goodness-of-fit tests on a circle
- Integrated Brownian motions and exact \(L_2\)-small balls
- Laplace transforms via {H}adamard factorization
- Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes
- Logarithmic level comparison for small deviation probabilities
- Multiparameter Processes
- Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions
- On the average complexity of multivariate problems
- On the lower tail of Gaussian seminorms
- On the negative discrete spectrum of a periodic elliptic operator in a waveguide-type domain, perturbed by a decaying potential.
- Optimal series representation of fractional Brownian sheets
- Regularly varying functions
- Sharp asymptotics of the functional quantization problem for Gaussian processes.
- Small ball constants and tight eigenvalue asymptotics for fractional Brownian motions
- Small ball probabilities around random centers of Gaussian measures and applications to quantization
- Small ball probabilities for the Slepian Gaussian fields
- Small ball probabilities of fractional Brownian sheets via fractional integration operators
- Small deviations for some multi-parameter Gaussian processes
- Tail behavior of anisotropic norms for Gaussian random fields
- Tensor Gaussian measures on \(L^p(E)\)
- The Green functions of some boundary value problems via the Bernoulli and Euler polynomials
- Watson-type goodness-of-fit tests based on the integrated empirical process
- Weak convergence and empirical processes. With applications to statistics
Cited in
(35)- Log-level comparison principle for small ball probabilities
- A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process
- Approximation of additive random fields based on standard information: average case and probabilistic settings
- Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets
- A simplified criterion for quasi-polynomial tractability of approximation of random elements and its applications
- On the exact asymptotics of small deviations of \(L_2\)-norm for some Gaussian random fields
- Karhunen-Loève expansions for the detrended Brownian motion
- Exact small ball asymptotics in weighted \(L_2\)-norm for some Gaussian processes
- Small ball probabilities for smooth Gaussian fields and tensor products of compact operators
- Asymptotics of Average Case Approximation Complexity for Tensor Products of Euler Integrated Processes
- Spectral analysis for some multifractional Gaussian processes
- Boundary non-crossings of Brownian pillow
- Decomposition of additive random fields
- \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
- Karhunen-Loève expansion for additive Slepian processes
- On a family of ordinary differential equations integrable in elementary functions
- Small deviations for Matérn random fields and processes in the Hilbert norm
- Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion
- Approximation complexity of sums of random processes
- Gaussian processes centered at their online average, and applications
- Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements
- On spectral asymptotics of the tensor product of operators with almost regular marginal asymptotics
- Estimation and detection of a function from tensor product spaces
- Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough
- Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
- An estimate of average case approximation complexity for tensor degrees of random processes
- Asymptotic analysis in multivariate average case approximation with Gaussian kernels
- Small ball probabilities for certain Gaussian random fields
- On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
- Spectral equivalence of Gaussian random functions: operator approach
- Small ball probabilities for the Slepian Gaussian fields
- Random bit quadrature and approximation of distributions on Hilbert spaces
- Approximation complexity of additive random fields
- A distributional identity for the bivariate Brownian bridge: a nontensor Gaussian field
- On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces
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