$ L_2$-small ball asymptotics for Gaussian random functions: a survey

DOI10.1214/23-ps20zbMath1517.60041arXiv2305.08927MaRDI QIDQ6168535

Unnamed Author, Alexander I. Nazarov

Publication date: 9 August 2023

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2305.08927

zbMATH Keywords

Gaussian processes spectral asymptotics small ball probabilities Hilbertian norm

Mathematics Subject Classification ID

Gaussian processes (60G15) General spectral theory of ordinary differential operators (34L05) Integral operators (47G10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items

$L_2$-small ball asymptotics for some demeaned Gaussian processes ⋮ $ L_2$-small ball asymptotics for Gaussian random functions: a survey

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$ L_2$-small ball asymptotics for Gaussian random functions: a survey
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\( L_2\)-small ball asymptotics for Gaussian random functions: a survey