Small ball probabilities for smooth Gaussian fields and tensor products of compact operators

DOI10.1002/mana.201100010zbMath1301.60044arXiv1009.4412OpenAlexW2963417603MaRDI QIDQ5417577

A. I. Karol, Alexander I. Nazarov

Publication date: 21 May 2014

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.4412

zbMATH Keywords

spectral asymptoticsGaussian random fieldssmall deviationsslowly varying functionsKarhunen-Loève expansionsmall probabilitiestensor product of operatorscovariance structure of tensor product typesmooth covariances

Mathematics Subject Classification ID

Random fields (60G60) Random fields; image analysis (62M40) Gaussian processes (60G15) General second-order stochastic processes (60G12) Large deviations (60F10) Tensor products of linear operators (47A80)

Related Items (8)

On spectral asymptotics of the tensor product of operators with almost regular marginal asymptotics ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ On the Exact Asymptotics of Small Deviations of $L_2$-Norm for some Gaussian Random Fields ⋮ Small ball probabilities for certain Gaussian random fields ⋮ Covering numbers of Gaussian reproducing kernel Hilbert spaces ⋮ On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables ⋮ Small deviations for a family of smooth Gaussian processes ⋮ Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties

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