The Laplace method for small deviations of Gaussian processes of Wiener type
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Publication:5693832
DOI10.1070/SM2005v196n04ABEH000893zbMath1076.60029MaRDI QIDQ5693832
Publication date: 28 September 2005
Published in: Sbornik: Mathematics (Search for Journal in Brave)
60G60: Random fields
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60J65: Brownian motion
60F10: Large deviations
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