Exact small deviation asymptotics in $L_2$-norm for some weighted Gaussian processes
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 14–2, Tome 364 (2009), pp. 166-199
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We find the exact small ball asymptotics under weighted $L_2$-norm for a wide class of Gaussian processes generating the boundary value problems for ordinary differential equations. Also the sharp constants in the asymptotics are derived for a number of processes connected with special functions. Bibl. – 23 titles.
@article{ZNSL_2009_364_a7,
author = {A. I. Nazarov and R. S. Pusev},
title = {Exact small deviation asymptotics in $L_2$-norm for some weighted {Gaussian} processes},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {166--199},
publisher = {mathdoc},
volume = {364},
year = {2009},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2009_364_a7/}
}
TY - JOUR AU - A. I. Nazarov AU - R. S. Pusev TI - Exact small deviation asymptotics in $L_2$-norm for some weighted Gaussian processes JO - Zapiski Nauchnykh Seminarov POMI PY - 2009 SP - 166 EP - 199 VL - 364 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2009_364_a7/ LA - ru ID - ZNSL_2009_364_a7 ER -
A. I. Nazarov; R. S. Pusev. Exact small deviation asymptotics in $L_2$-norm for some weighted Gaussian processes. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 14–2, Tome 364 (2009), pp. 166-199. http://geodesic.mathdoc.fr/item/ZNSL_2009_364_a7/