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Zapiski Nauchnykh Seminarov POMI, 2009, Volume 364, Pages 166–199
(Mi znsl3156)
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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
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
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
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https://www.mathnet.ru/eng/znsl3156 https://www.mathnet.ru/eng/znsl/v364/p166
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Abstract page: | 595 | Full-text PDF : | 153 | References: | 71 |
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