On Small Deviation Asymptotics in the L2-Norm for Certain Gaussian Processes
Keyword(s):
L2 Norm
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The results obtained allow finding sharp small deviations in a Hilbert norm for centered Gaussian processes in the case where their covariances have a special form of the eigenvalues and allow us to describe small deviation asymptotics for certain Gaussian processes.
2011 ◽
Vol 44
(1)
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pp. 12-24
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Keyword(s):
2011 ◽
Vol 26
(1)
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pp. 153-168
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2005 ◽
Vol 196
(4)
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pp. 595-620
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