The Laplace method for small deviations of Gaussian processes of Wiener type
From MaRDI portal
Publication:5693832
DOI10.1070/SM2005v196n04ABEH000893zbMath1076.60029MaRDI QIDQ5693832
Publication date: 28 September 2005
Published in: Sbornik: Mathematics (Search for Journal in Brave)
Random fields (60G60) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Brownian motion (60J65) Large deviations (60F10)
Related Items (9)
Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals ⋮ Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\) ⋮ Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\) ⋮ Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means ⋮ Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞ ⋮ Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\) ⋮ Some asymptotic formulas for the Bogoliubov Gaussian measure ⋮ Gaussian Ornstein-Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for \( L^{p}\)-functionals, \(0<p<\infty\) ⋮ Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations
This page was built for publication: The Laplace method for small deviations of Gaussian processes of Wiener type
