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Zapiski Nauchnykh Seminarov POMI, 2009, Volume 364, Pages 166–199 (Mi znsl3156)  

This article is cited in 12 scientific papers (total in 12 papers)

Exact small deviation asymptotics in $L_2$-norm for some weighted Gaussian processes

A. I. Nazarov, R. S. Pusev

St. Petersburg State University
References:
Abstract: We find the exact small ball asymptotics under weighted $L_2$-norm for a wide class of Gaussian processes generating the boundary value problems for ordinary differential equations. Also the sharp constants in the asymptotics are derived for a number of processes connected with special functions. Bibl. – 23 titles.
Received: 27.02.2008
English version:
Journal of Mathematical Sciences (New York), 2010, Volume 163, Issue 4, Pages 409–429
DOI: https://doi.org/10.1007/s10958-009-9683-9
Bibliographic databases:
UDC: 519
Language: Russian
Citation: A. I. Nazarov, R. S. Pusev, “Exact small deviation asymptotics in $L_2$-norm for some weighted Gaussian processes”, Probability and statistics. Part 14–2, Zap. Nauchn. Sem. POMI, 364, POMI, St. Petersburg, 2009, 166–199; J. Math. Sci. (N. Y.), 163:4 (2010), 409–429
Citation in format AMSBIB
\Bibitem{NazPus09}
\by A.~I.~Nazarov, R.~S.~Pusev
\paper Exact small deviation asymptotics in $L_2$-norm for some weighted Gaussian processes
\inbook Probability and statistics. Part~14--2
\serial Zap. Nauchn. Sem. POMI
\yr 2009
\vol 364
\pages 166--199
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl3156}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2010
\vol 163
\issue 4
\pages 409--429
\crossref{https://doi.org/10.1007/s10958-009-9683-9}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-70549113179}
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  • https://www.mathnet.ru/eng/znsl/v364/p166
  • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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