Exact L₂-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems
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Publication:842397
Abstract: We sharpen a classical result on the spectral asymptotics of the boundary value problems for self-adjoint ordinary differential operator. Using this result we obtain the exact -small ball asymptotics for a new class of zero mean Gaussian processes. This class includes, in particular, integrated generalized Slepian process, integrated centered Wiener process and integrated centered Brownian bridge.
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