Comparison theorems for the small ball probabilities of the Green Gaussian processes in weighted $L_2$-norms

DOI10.1090/S1061-0022-2014-01299-XzbMath1301.60045arXiv1211.2344OpenAlexW1970574378MaRDI QIDQ2931119

R. S. Pusev, Alexander I. Nazarov

Publication date: 24 November 2014

Published in: St. Petersburg Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.2344

zbMATH Keywords

Gaussian processescomparison theoremsspectral asymptoticssmall ball probabilities

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (4)

‐SMALL DEVIATIONS FOR WEIGHTED STATIONARY PROCESSES ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables ⋮ The Small Ball Asymptotics in Hilbert Norm for the Kac--Kiefer--Wolfowitz Processes

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