L₂-small ball asymptotics for Gaussian random functions: a survey
From MaRDI portal
Publication:6168535
Recommendations
- Asymptotic behavior of small ball probabilities
- Exact L₂-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
- Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems
- Small ball probabilities for smooth Gaussian fields and tensor products of compact operators
- Small ball probabilities for Gaussian random fields and tensor products of compact operators
Cites work
- scientific article; zbMATH DE number 3844431 (Why is no real title available?)
- scientific article; zbMATH DE number 3852155 (Why is no real title available?)
- scientific article; zbMATH DE number 5082658 (Why is no real title available?)
- scientific article; zbMATH DE number 4163820 (Why is no real title available?)
- scientific article; zbMATH DE number 3909412 (Why is no real title available?)
- scientific article; zbMATH DE number 3964277 (Why is no real title available?)
- scientific article; zbMATH DE number 4064204 (Why is no real title available?)
- scientific article; zbMATH DE number 3663805 (Why is no real title available?)
- scientific article; zbMATH DE number 3721574 (Why is no real title available?)
- scientific article; zbMATH DE number 3774372 (Why is no real title available?)
- scientific article; zbMATH DE number 43989 (Why is no real title available?)
- scientific article; zbMATH DE number 3503877 (Why is no real title available?)
- scientific article; zbMATH DE number 3599204 (Why is no real title available?)
- scientific article; zbMATH DE number 3600314 (Why is no real title available?)
- scientific article; zbMATH DE number 699484 (Why is no real title available?)
- scientific article; zbMATH DE number 1149759 (Why is no real title available?)
- scientific article; zbMATH DE number 2078174 (Why is no real title available?)
- scientific article; zbMATH DE number 1381080 (Why is no real title available?)
- scientific article; zbMATH DE number 3442917 (Why is no real title available?)
- scientific article; zbMATH DE number 2097413 (Why is no real title available?)
- scientific article; zbMATH DE number 772914 (Why is no real title available?)
- scientific article; zbMATH DE number 2187774 (Why is no real title available?)
- scientific article; zbMATH DE number 3348542 (Why is no real title available?)
- scientific article; zbMATH DE number 3358829 (Why is no real title available?)
- scientific article; zbMATH DE number 3384808 (Why is no real title available?)
- scientific article; zbMATH DE number 2213818 (Why is no real title available?)
- scientific article; zbMATH DE number 2213819 (Why is no real title available?)
- scientific article; zbMATH DE number 2217537 (Why is no real title available?)
- scientific article; zbMATH DE number 3046994 (Why is no real title available?)
- scientific article; zbMATH DE number 3047100 (Why is no real title available?)
- scientific article; zbMATH DE number 3105296 (Why is no real title available?)
- A Cameron-Martin type formula for general Gaussian processes--a filtering approach
- A Karhunen-Loève expansion for a mean-centered Brownian bridge
- A generalization of the Karhunen-Loève expansion of the Brownian bridge
- A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process
- ASYMPTOTIC BEHAVIOR OF THE SPECTRUM OF WEAKLY POLAR INTEGRAL OPERATORS
- An Explicit Representation of a Stationary Gaussian Process
- Asymptotic Distribution of Eigenvalues of the Kernel in the Kirkwood-Riseman Integral Equation
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Asymptotic accuracy in estimation of a fractional signal in a small white noise
- Asymptotic analysis in multivariate average case approximation with Gaussian kernels
- Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets
- Asymptotic behavior of small ball probabilities
- Asymptotic behavior of the eigenvalues of certain integral equations. II
- Asymptotic behaviour of the spectra of integral convolution operators on a finite interval with homogeneous polar kernels
- Asymptotics of eigenvalues in a problem of high even order with discrete self-similar weight
- Asymptotics of small deviations of the Bogoliubov processes with respect to a quadratic norm
- Asymptotics of the eigenvalues of the Sturm-Liouville problem with discrete self-similar weight
- Asymptotics of the spectrum of a differential operator with the weight generated by the Minkowski function
- Boundary problems for ordinary differential equations with parameter in the boundary conditions
- Boundary-value problems for ordinary differential equations with a parameter in the boundary conditions
- Chung’s law for integrated Brownian motion
- Comparison results for the lower tail of Gaussian seminorms
- Comparison theorems for small deviations of random series
- Comparison theorems for the small ball probabilities of the Green Gaussian processes in weighted \(L_2\)-norms
- Constants in the asymptotics of small deviation probabilities for Gaussian processes and fields
- Covering numbers of Gaussian reproducing kernel Hilbert spaces
- Degenerate self-similar measures, spectral asymptotics and small deviations of Gaussian processes
- Exact \(L^2\) small balls of Gaussian processes
- Exact \(L_2\)-small ball asymptotics for some Durbin processes
- Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
- Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems
- Exact behavior of Gaussian measures of translated balls in Hilbert spaces
- Exact behavior of Gaussian seminorms
- Exact small ball asymptotics in weighted \(L_2\)-norm for some Gaussian processes
- Exact small ball constants for some Gaussian processes under the \(L^2\)-norm
- Exact small deviation asymptotics for some Brownian functionals
- Extremes of moving averages of random variables with finite endpoint
- Fractional Brownian motion with variable Hurst parameter: definition and properties
- Fubini's theorem for double Wiener integrals and the variance of the Brownian path
- Functional quantization and small ball probabilities for Gaussian processes
- Gaussian processes centered at their online average, and applications
- Gaussian processes for machine learning.
- Gaussian processes: Inequalities, small ball probabilities and applications
- Hitting probability of a Gaussian vector with values in a Hilbert space in a sphere of small radius
- Identifying the multifractional function of a Gaussian process
- Indefinite Sturm-Liouville problem for some classes of self-similar singular weights
- Integrated Brownian motions and exact \(L_2\)-small balls
- Karhunen-Loève expansion for a generalization of Wiener bridge
- Karhunen-Loève expansion for additive Brownian motions
- Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion
- Karhunen-Loève expansions for the detrended Brownian motion
- Karhunen-Loève expansions of \(\alpha\)-Wiener bridges
- Karhunen-Loève expansions of mean-centered Wiener processes
- Laplace transforms via {H}adamard factorization
- Lectures on Gaussian Processes
- Log-level comparison principle for small ball probabilities
- Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes
- Logarithmic level comparison for small deviation probabilities
- Metric entropy and the small ball problem for Gaussian measures
- Minima of \(H\)-valued Gaussian processes
- Mixed fractional Brownian motion: a spectral take
- Multiparameter Processes
- Multivariate extensions of the Anderson--Darling process.
- Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions
- Nonparametric functional data analysis. Theory and practice.
- On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
- On a Spectral Problem Related to Self-Similar Measures
- On a class of singular Sturm-Liouville problems
- On a set of transformations of Gaussian random functions
- On quadratic functionals of the Brownian sheet and related processes
- On small deviation asymptotics in \(L_2\) of some mixed Gaussian processes
- On small deviations of series of weighted random variables
- On spectral asymptotics of the Neumann problem for the Sturm-Liouville equation with self-similar weight of generalized Cantor type
- On spectral asymptotics of the Sturm-Liouville problem with self-conformal singular weight
- On spectral asymptotics of the Sturm-Liouville problem with self-conformal singular weight with strong bounded distortion property
- On spectral asymptotics of the tensor product of operators with almost regular marginal asymptotics
- On the Neumann problem for the Sturm-Liouville equation with Cantor-type self-similar weight
- On the average complexity of multivariate problems
- On the eigenproblem for Gaussian bridges
- On the exact asymptotics of small deviations of \(L_2\)-norm for some Gaussian random fields
- On the existence of natural rate of escape functions for infinite dimensional Brownian motions
- On the lower tail of Gaussian seminorms
- On the lower tail probabilities of some random sequences in \(l_{ p }\)
- On the lower tail probabilities of some random series
- On the negative discrete spectrum of a periodic elliptic operator in a waveguide-type domain, perturbed by a decaying potential.
- On three families of Karhunen-Loève expansions associated with classical orthogonal polynomials
- Oscillation method in the spectral problem for a fourth order differential operator with a self-similar weight
- Path properties of multifractal Brownian motion
- Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context
- Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
- Rates of contraction of posterior distributions based on Gaussian process priors
- Refinement of the spectral asymptotics of generalized Kreĭn Feller operators
- Regularly varying functions
- Self-similar functions in $ L_2\lbrack0,1\rbrack$ and the Sturm-Liouville problem with a singular indefinite weight
- Sharp asymptotics in a fractional Sturm-Liouville problem
- Sharp asymptotics of the functional quantization problem for Gaussian processes.
- Singular points of a self-similar function of spectral order zero: self-similar Stieltjes string
- Small Deviations of Smooth Stationary 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 Gaussian random fields and tensor products of compact operators
- Small ball probabilities for certain Gaussian random fields
- Small ball probabilities for smooth Gaussian fields and tensor products of compact operators
- Small ball probabilities for the Slepian Gaussian fields
- Small deviation probabilities for weighted sum of independent random variables with a common distribution having a power decrease at zero, under minimal moment assumptions
- Small deviations asymptotics for Matérn processes and fields under weighted quadratic norm
- Small deviations for Matérn random fields and processes in the Hilbert norm
- Small deviations for a family of smooth Gaussian processes
- Small deviations in \(L_2\)-norm for Gaussian dependent sequences
- Small deviations of series of independent positive random variables with weights close to exponential
- Some lemmata on the perturbation of the spectrum
- Spectral analysis for some multifractional Gaussian processes
- Spectral asymptotic behavior of a class of integral operators
- Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes
- Spectral asymptotics for problems with integral constraints
- Spectral equivalence of Gaussian random functions: operator approach
- Tail behavior of anisotropic norms for Gaussian random fields
- Tensor Gaussian measures on \(L^p(E)\)
- The Gaussian measure of shifted balls
- The Wiener Measure of Hilbert Neighborhoods in the Space of Real Continuous Functions
- The probability of small Gaussian ellipsoids and associated conditional moments
- The small ball asymptotics in Hilbert norm for the Kac-Kiefer-Wolfowitz processes
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of the sample distribution function when parameters are estimated
- Weyl's problem for the spectral distribution of Laplacians on P.C.F. self-similar fractals
- \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
- \(L_{2}\)-small deviations for weighted stationary processes
Cited in
(10)- Remark on the finite-dimensional character of certain results of functional statistics
- \(L_2\)-small ball asymptotics for some demeaned Gaussian processes
- The small ball asymptotics in Hilbert norm for the Kac-Kiefer-Wolfowitz processes
- Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
- \(L_2\)-small ball asymptotics for a family of finite-dimensional perturbations of Gaussian functions
- \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
- On the spectrum of the Sturm-Liouville problem with arithmetically self-similar weight
- Exact \(L^2\) small balls of Gaussian processes
- Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes
- Small ball constants and tight eigenvalue asymptotics for fractional Brownian motions
This page was built for publication: \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6168535)