scientific article; zbMATH DE number 2187774

MaRDI QIDQ5460974zbMATH OpenFDO

Authors Yakov Yu. Nikitin, Enzo Orsingher

Publication date 20 July 2005

Full work available at URL https://eudml.org/doc/229165

zbMATH Keywords

Brownian bridgeeigenvalueintegral equationSlepian processsmall ball probabilitysmall deviations

Mathematics Subject Classification ID

Eigenvalue problems for integral equations (45C05) Central limit and other weak theorems (60F05) Gaussian processes (60G15) Brownian motion (60J65)

Recommendations

• Exact small ball constants for some Gaussian processes under the \(L^2\)-norm
• The Laplace method for small deviations of Gaussian processes of Wiener type
• Small deviations for Gaussian Markov processes under the sup-norm
• Exact small deviation asymptotics for some Brownian functionals
• scientific article; zbMATH DE number 2213819

Cited in

(6)

• The Cameron-Martin theorem for (\(p\)-)Slepian processes
• Boundary crossing probabilities for (q,d)-Slepian-processes
• Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes
• L₂-small ball asymptotics for Gaussian random functions: a survey
• Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)
• Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5460974)