On small deviation asymptotics in \(L_2\) of some mixed Gaussian processes

DOI10.3390/math6040055zbMath1391.60070OpenAlexW2795812210WikidataQ130040878 ScholiaQ130040878MaRDI QIDQ1649133

Alexander I. Nazarov, Yakov Yu. Nikitin

Publication date: 5 July 2018

Published in: Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/math6040055

zbMATH Keywords

small deviationsexact asymptoticsmixed Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Linear regression; mixed models (62J05) Brownian motion (60J65)

Related Items (5)

Spectral analysis for some multifractional Gaussian processes ⋮ Small deviations for mixed fractional Brownian motion with trend and with Hurst index H>1/2 ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ Mixed fractional Brownian motion: a spectral take ⋮ Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes

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