|
This article is cited in 1 scientific paper (total in 1 paper)
Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the $L^p$ norm, $2\le p\le\infty$
V. R. Fatalov Lomonosov Moscow State University, Moscow, Russia
Abstract:
We prove several results on exact asymptotic formulas for small deviations in the $L^p$-norm with $2\le p\le\infty$ for Bogoliubov's stationary Gaussian process $\xi(t)$. We prove the property of mutual absolute continuity for the conditional Bogoliubov measure and the conditional Wiener measure and calculate the Radon–Nikodym derivative.
Keywords:
small deviation, Bogoliubov measure, conditional Wiener measure.
Received: 21.03.2012
Citation:
V. R. Fatalov, “Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the $L^p$ norm, $2\le p\le\infty$”, TMF, 173:3 (2012), 453–467; Theoret. and Math. Phys., 173:3 (2012), 1720–1733
Linking options:
https://www.mathnet.ru/eng/tmf8338https://doi.org/10.4213/tmf8338 https://www.mathnet.ru/eng/tmf/v173/i3/p453
|
Statistics & downloads: |
Abstract page: | 532 | Full-text PDF : | 171 | References: | 82 | First page: | 18 |
|