Exact small ball constants for some Gaussian processes under $L^2$-norm
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 6, Tome 298 (2003), pp. 5-21
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We find some logarithmic and exact small deviation asymptotics for the $L^2$-norm of certain Gaussian processes closely connected with the Wiener process. In particular the processes obtained by centering and integrating Brownian motion and Brownian bridge are examined.
@article{ZNSL_2003_298_a0,
author = {L. Beghin and Ya. Yu. Nikitin and E. Orsingher},
title = {Exact small ball constants for some {Gaussian} processes under $L^2$-norm},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {5--21},
publisher = {mathdoc},
volume = {298},
year = {2003},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a0/}
}
TY - JOUR AU - L. Beghin AU - Ya. Yu. Nikitin AU - E. Orsingher TI - Exact small ball constants for some Gaussian processes under $L^2$-norm JO - Zapiski Nauchnykh Seminarov POMI PY - 2003 SP - 5 EP - 21 VL - 298 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a0/ LA - en ID - ZNSL_2003_298_a0 ER -
L. Beghin; Ya. Yu. Nikitin; E. Orsingher. Exact small ball constants for some Gaussian processes under $L^2$-norm. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 6, Tome 298 (2003), pp. 5-21. http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a0/