Sharp small ball asymptotics for Slepian and Watson processes in Hilbert norm
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 8, Tome 320 (2004), pp. 120-128
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We find the exact asymptotic behavior of small ball probabilities in Hilbert norm for the simplest form of Slepian process and for the Watson process appearing in nonparametric Statistics.
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Ya. Yu. Nikitin; E. Orsingher. Sharp small ball asymptotics for Slepian and Watson processes in Hilbert norm. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 8, Tome 320 (2004), pp. 120-128. http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a9/

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