Small ball probabilities for the Slepian Gaussian fields

DOI10.1090/S0002-9947-06-03963-8zbMath1121.60034OpenAlexW1511994739MaRDI QIDQ3420273

Wenbo V. Li, Fuchang Gao

Publication date: 1 February 2007

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-06-03963-8

zbMATH Keywords

Brownian sheetsmall ball probabilitiesSlepian Gaussian random field

Mathematics Subject Classification ID

Gaussian processes (60G15) Lacunary series of trigonometric and other functions; Riesz products (42A55)

Related Items (11)

The Cameron-Martin theorem for (\(p\)-)Slepian processes ⋮ Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems ⋮ Boundary crossing probabilities for \((q,d)\)-Slepian-processes ⋮ Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\) ⋮ \(L_2\)-small ball asymptotics for some demeaned Gaussian processes ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ Karhunen-Loève expansion for additive Slepian processes ⋮ Boundary non-crossing probabilities for Slepian process ⋮ Boundary non-crossings of Brownian pillow ⋮ Metric entropy of high dimensional distributions ⋮ Small ball probabilities for Gaussian random fields and tensor products of compact operators

Cites Work

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