Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0

DOI10.1134/S0032946010010060zbMath1205.93140OpenAlexW2071737206MaRDI QIDQ619518

V. R. Fatalov

Publication date: 25 January 2011

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0032946010010060

zbMATH Keywords

asymptotics for sup-normfunctional quantization problem of information theorystandard Wiener process

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic systems in control theory (general) (93E03) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (5)

Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure ⋮ Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\) ⋮ Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context ⋮ 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

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