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JOURNALS // Teoreticheskaya i Matematicheskaya Fizika // Archive

TMF, 2012 Volume 173, Number 3, Pages 453–467 (Mi tmf8338)

This article is cited 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

DOI: 10.4213/tmf8338


 English version:
Theoretical and Mathematical Physics, 2012, 173:3, 1720–1733

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