Small ball constants and tight eigenvalue asymptotics for fractional Brownian motions

DOI10.1023/A:1022226420564zbMath1060.60036MaRDI QIDQ1868445

Jared C. Bronski

Publication date: 27 April 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

eigenvalue asymptoticsFractional Brownian motionsmall ball probabilities

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability measures on topological spaces (60B05)

Related Items (16)

Spectral analysis for some multifractional Gaussian processes ⋮ Sharp asymptotics of the functional quantization problem for Gaussian processes. ⋮ ‐SMALL DEVIATIONS FOR WEIGHTED STATIONARY PROCESSES ⋮ On small deviation asymptotics in \(L_2\) of some mixed Gaussian processes ⋮ On the eigenproblem for Gaussian bridges ⋮ Ergodicity and invariant measures for a diffusing passive scalar advected by a random channel shear flow and the connection between the Kraichnan-Majda model and Taylor-Aris dispersion ⋮ Estimation of the Sobol indices in a linear functional multidimensional model ⋮ Harmonic analysis meets stationarity: a general framework for series expansions of special Gaussian processes ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ Small ball probabilities and large deviations for grey Brownian motion ⋮ Estimation of the Hurst parameter in some fractional processes ⋮ Mixed fractional Brownian motion: a spectral take ⋮ Random databases with approximate record matching ⋮ Small ball probabilities for Gaussian random fields and tensor products of compact operators ⋮ Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes ⋮ Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties

This page was built for publication: Small ball constants and tight eigenvalue asymptotics for fractional Brownian motions