Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0

DOI10.1134/S0032946010010060zbMath1205.93140MaRDI QIDQ619518

V. R. Fatalov

Publication date: 25 January 2011

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

asymptotics for sup-norm; functional quantization problem of information theory; standard Wiener process

Mathematics Subject Classification ID

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

93E03: Stochastic systems in control theory (general)

60K10: Applications of renewal theory (reliability, demand theory, etc.)

Related Items

Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure, Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\), Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context, Gaussian Ornstein-Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for \( L^{p}\)-functionals, \(0<p<\infty\), Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations

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