Constants in the asymptotics of small deviation probabilities for Gaussian processes and fields

DOI10.1070/RM2003v058n04ABEH000643zbMath1052.60026OpenAlexW1994737732MaRDI QIDQ4829628

V. R. Fatalov

Publication date: 29 November 2004

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm2003v058n04abeh000643

zbMATH Keywords

Wiener processesBessel processesBrownian bridgesHölder normsOrlicz normsChung's law of the iterated logarithmfractional Ornstein-Uhlenbeck processesGaussian Markov processesweighted sup-normsWiener pillow

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15)

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