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Zapiski Nauchnykh Seminarov POMI, 2003, Volume 298, Pages 5–21 (Mi znsl1148)  
This article is cited in 25 scientific papers (total in 25 papers)

Exact small ball constants for some Gaussian processes under $L^2$-norm

L. Beghina, Ya. Yu. Nikitinb, E. Orsinghera

a Dipartimento di Statistica, Probabilità e Statistiche Applicate, Università di Roma la Sapienza
b St. Petersburg State University, Department of Mathematics and Mechanics
Full-text PDF (209 kB) Citations (25)
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Abstract: We find some logarithmic and exact small deviation asymptotics for the $L^2$-norm of certain Gaussian processes closely connected with the Wiener process. In particular the processes obtained by centering and integrating Brownian motion and Brownian bridge are examined.
Received: 12.10.2003
English version:
Journal of Mathematical Sciences (New York), 2005, Volume 128, Issue 1, Pages 2493–2502
DOI: https://doi.org/10.1007/s10958-005-0197-9
Bibliographic databases:
UDC: 519.21
Language: English
Citation: L. Beghin, Ya. Yu. Nikitin, E. Orsingher, “Exact small ball constants for some Gaussian processes under $L^2$-norm”, Probability and statistics. Part 6, Zap. Nauchn. Sem. POMI, 298, POMI, St. Petersburg, 2003, 5–21; J. Math. Sci. (N. Y.), 128:1 (2005), 2493–2502
Citation in format AMSBIB
\Bibitem{BegNikOrs03}
\by L.~Beghin, Ya.~Yu.~Nikitin, E.~Orsingher
\paper Exact small ball constants for some Gaussian processes under $L^2$-norm
\inbook Probability and statistics. Part~6
\serial Zap. Nauchn. Sem. POMI
\yr 2003
\vol 298
\pages 5--21
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1148}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2038861}
\zmath{https://zbmath.org/?q=an:1078.60028}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2005
\vol 128
\issue 1
\pages 2493--2502
\crossref{https://doi.org/10.1007/s10958-005-0197-9}
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    • This publication is cited in the following 25 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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