Ergodic means for large values of $ T$ and exact asymptotics of small deviations for a multi-dimensional Wiener process

DOI10.1070/IM2013v077n06ABEH002675zbMath1288.60030MaRDI QIDQ5396960

Publication date: 4 February 2014

Published in: Izvestiya: Mathematics (Search for Journal in Brave)

Markov processes large deviations Laplace method action functional occupation time multi-dimensional Schrödinger operator

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Large deviations (60F10)

Related Items (5)

Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals ⋮ Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations ⋮ Precise small deviations in $L_2$ of some Gaussian processes appearing in the regression context ⋮ Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means ⋮ Small deviation probabilities for sums of independent positive random variables

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