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Problemy Peredachi Informatsii, 2014, Volume 50, Issue 4, Pages 79–99 (Mi ppi2155)  

This article is cited in 3 scientific papers (total in 3 papers)

Large Systems

Gaussian Ornstein–Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for $L^p$-functionals, $0<p<\infty$

V. R. Fatalov

Laboratory of Probability, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia
Full-text PDF (274 kB) Citations (3)
References:
Abstract: We prove results on sharp asymptotics of probabilities
$$ \mathbf P\Biggl\{\int_0^1|X(t)|^p\,dt<\varepsilon^p\Biggr\},\qquad\varepsilon\to0, $$
where $0<p<\infty$, for three Gaussian processes $X(t)$, namely the stationary and nonstationary Ornstein–Uhlenbeck process and the Bogoliubov process. The analysis is based on the Laplace method for sojourn times of a Wiener process.
Received: 17.09.2014
English version:
Problems of Information Transmission, 2014, Volume 50, Issue 4, Pages 371–389
DOI: https://doi.org/10.1134/S0032946014040073
Bibliographic databases:
Document Type: Article
UDC: 621.391.1+519.2
Language: Russian
Citation: V. R. Fatalov, “Gaussian Ornstein–Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for $L^p$-functionals, $0<p<\infty$”, Probl. Peredachi Inf., 50:4 (2014), 79–99; Problems Inform. Transmission, 50:4 (2014), 371–389
Citation in format AMSBIB
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\by V.~R.~Fatalov
\paper Gaussian Ornstein--Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for $L^p$-functionals, $0<p<\infty$
\jour Probl. Peredachi Inf.
\yr 2014
\vol 50
\issue 4
\pages 79--99
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\transl
\jour Problems Inform. Transmission
\yr 2014
\vol 50
\issue 4
\pages 371--389
\crossref{https://doi.org/10.1134/S0032946014040073}
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  • https://www.mathnet.ru/eng/ppi2155
  • https://www.mathnet.ru/eng/ppi/v50/i4/p79
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Проблемы передачи информации Problems of Information Transmission
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    Abstract page:401
    Full-text PDF :77
    References:68
    First page:19
     
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