Sbornik: Mathematics
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Forthcoming papers
Archive
Impact factor
Guidelines for authors
License agreement
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Mat. Sb.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Sbornik: Mathematics, 2005, Volume 196, Issue 4, Pages 595–620
DOI: https://doi.org/10.1070/SM2005v196n04ABEH000893
(Mi sm1289)
 

This article is cited in 19 scientific papers (total in 19 papers)

The Laplace method for small deviations of Gaussian processes of Wiener type

V. R. Fatalov

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
References:
Abstract: Results on the exact asymptotics of the probabilities
$$ \mathsf P\biggl\{\,\int_0^1|\xi(t)|^p\,dt \le\varepsilon^p\biggr\},\qquad\varepsilon\to 0, $$
for $p>0$ are proved for two Gaussian processes $\xi(t)$: the Wiener process and the Brownian bridge. The method of study is the Laplace method in Banach spaces and the approach to the probabilities of small deviations based on the theory of large deviations for the occupation time. The calculations are carried out for the cases $p=1$ and $p=2$ as a result of solving the extremal problem for the action functional and studying the corresponding Schrödinger equations.
Received: 05.09.2003 and 24.08.2004
Russian version:
Matematicheskii Sbornik, 2005, Volume 196, Number 4, Pages 135–160
DOI: https://doi.org/10.4213/sm1289
Bibliographic databases:
UDC: 519.2
MSC: Primary 60G15; Secondary 60J65, 60F05, 60F10, 60G60
Language: English
Original paper language: Russian
Citation: V. R. Fatalov, “The Laplace method for small deviations of Gaussian processes of Wiener type”, Mat. Sb., 196:4 (2005), 135–160; Sb. Math., 196:4 (2005), 595–620
Citation in format AMSBIB
\Bibitem{Fat05}
\by V.~R.~Fatalov
\paper The Laplace method for small deviations of Gaussian processes of Wiener type
\jour Mat. Sb.
\yr 2005
\vol 196
\issue 4
\pages 135--160
\mathnet{http://mi.mathnet.ru/sm1289}
\crossref{https://doi.org/10.4213/sm1289}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2144296}
\zmath{https://zbmath.org/?q=an:1076.60029}
\elib{https://elibrary.ru/item.asp?id=9135688}
\transl
\jour Sb. Math.
\yr 2005
\vol 196
\issue 4
\pages 595--620
\crossref{https://doi.org/10.1070/SM2005v196n04ABEH000893}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000230563300012}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-22544483811}
Linking options:
  • https://www.mathnet.ru/eng/sm1289
  • https://doi.org/10.1070/SM2005v196n04ABEH000893
  • https://www.mathnet.ru/eng/sm/v196/i4/p135
  • This publication is cited in the following 19 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математический сборник - 1992–2005 Sbornik: Mathematics
    Statistics & downloads:
    Abstract page:648
    Russian version PDF:216
    English version PDF:18
    References:89
    First page:1
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024