Sharp small deviation asymptotics in $L_2-$norm for a class of Gaussian processes

Ya. Yu. Nikitin   ; P. A. Kharinski

Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 7, Tome 311 (2004), pp. 214-221

Résumé

We find the exact behavior of small deviations in Hilbert norm for centered Gaussian processes when their covariances have a special form of eigenvalues. This enables to describe small deviation asymptotics for certain particular Gaussian processes.

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