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Zapiski Nauchnykh Seminarov POMI, 2004, Volume 311, Pages 214–221 (Mi znsl797)  
This article is cited in 11 scientific papers (total in 11 papers)

Sharp small deviation asymptotics in $L_2-$norm for a class of Gaussian processes

Ya. Yu. Nikitin, P. A. Kharinski

Saint-Petersburg State University
Full-text PDF (188 kB) Citations (11)
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Abstract: We find the exact behavior of small deviations in Hilbert norm for centered Gaussian processes when their covariances have a special form of eigenvalues. This enables to describe small deviation asymptotics for certain particular Gaussian processes.
Received: 25.06.2004
English version:
Journal of Mathematical Sciences (New York), 2006, Volume 133, Issue 3, Pages 1328–1332
DOI: https://doi.org/10.1007/s10958-006-0042-9
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: Ya. Yu. Nikitin, P. A. Kharinski, “Sharp small deviation asymptotics in $L_2-$norm for a class of Gaussian processes”, Probability and statistics. Part 7, Zap. Nauchn. Sem. POMI, 311, POMI, St. Petersburg, 2004, 214–221; J. Math. Sci. (N. Y.), 133:3 (2006), 1328–1332
Citation in format AMSBIB
\Bibitem{NikKha04}
\by Ya.~Yu.~Nikitin, P.~A.~Kharinski
\paper Sharp small deviation asymptotics in $L_2-$norm for a~class of Gaussian processes
\inbook Probability and statistics. Part~7
\serial Zap. Nauchn. Sem. POMI
\yr 2004
\vol 311
\pages 214--221
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl797}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2092209}
\zmath{https://zbmath.org/?q=an:1079.60035}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2006
\vol 133
\issue 3
\pages 1328--1332
\crossref{https://doi.org/10.1007/s10958-006-0042-9}
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  • https://www.mathnet.ru/eng/znsl/v311/p214
    • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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