On the Exact Asymptotics of Small Deviations of $L_2$-Norm for some Gaussian Random Fields

DOI10.1137/S0040585X97T98912XzbMath1442.60060OpenAlexW2915022471MaRDI QIDQ4618062

Leonid V. Rozovsky

Publication date: 7 February 2019

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t98912x

zbMATH Keywords

tensor productGaussian random fieldsmall deviationsKarhunen-Loève expansion\(L_2\)-norm

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Large deviations (60F10)

Related Items (2)

\( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ Mixed fractional Brownian motion: a spectral take

Cites Work

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• Small ball probabilities for smooth Gaussian fields and tensor products of compact operators
• Small ball probabilities for Gaussian random fields and tensor products of compact operators
• Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes

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