Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems
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Publication:842397
DOI10.1007/s10959-008-0173-7zbMath1187.60025arXiv0710.1408OpenAlexW2030467610MaRDI QIDQ842397
Publication date: 25 September 2009
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.1408
Gaussian processes (60G15) Asymptotic distribution of eigenvalues, asymptotic theory of eigenfunctions for ordinary differential operators (34L20)
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Cites Work
- Fubini's theorem for double Wiener integrals and the variance of the Brownian path
- Comparison results for the lower tail of Gaussian seminorms
- Laplace transforms via {H}adamard factorization
- Exact \(L^2\) small balls of Gaussian processes
- Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
- 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
- Small ball probabilities for the Slepian Gaussian fields
- First Passage Time for a Particular Gaussian Process
- Goodness-of-fit tests on a circle
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