Small ball probabilities for Gaussian random fields and tensor products of compact operators

DOI10.1090/S0002-9947-07-04233-XzbMATH Open1136.60024OpenAlexW2147767812MaRDI QIDQ5437602FDOQ5437602

A. I. Nazarov, A. I. Karol, Yakov Yu. Nikitin

Publication date: 21 January 2008

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-07-04233-x

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zbMATH Keywords

fractional Brownian motionspectral asymptoticssmall deviationsBrownian sheetOrnstein-Uhlenbeck sheettensor product of operators

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Tensor products of linear operators (47A80)

Cites Work

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Cited In (35)

• Spectral analysis for some multifractional Gaussian processes
• Exact small ball asymptotics in weighted \(L_2\)-norm for some Gaussian processes
• Asymptotic analysis in multivariate average case approximation with Gaussian kernels
• A simplified criterion for quasi-polynomial tractability of approximation of random elements and its applications
• On spectral asymptotics of the tensor product of operators with almost regular marginal asymptotics
• Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
• Small ball probabilities for smooth Gaussian fields and tensor products of compact operators
• Decomposition of additive random fields
• Small ball probabilities for certain Gaussian random fields
• Boundary non-crossings of Brownian pillow
• Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements
• An estimate of average case approximation complexity for tensor degrees of random processes
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• On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces
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• Gaussian processes centered at their online average, and applications
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• Karhunen-Loève expansion for additive Slepian processes
• Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion
• A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process
• Karhunen-Loève expansions for the detrended Brownian motion
• Asymptotics of Average Case Approximation Complexity for Tensor Products of Euler Integrated Processes
• \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
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• On the Exact Asymptotics of Small Deviations of $L_2$-Norm for some Gaussian Random Fields
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
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• Small deviations for Matérn random fields and processes in the Hilbert norm
• Estimation and detection of a function from tensor product spaces
• Small ball probabilities for the Slepian Gaussian fields

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