Ya. Yu. Nikitin, E. Orsingher, “Sharp small ball asymptotics for Slepian and Watson processes in Hilbert norm”, Zap. Nauchn. Sem. POMI, 2004, Volume 320,Pages <nobr>120

This article is cited in 12 papers

Sharp small ball asymptotics for Slepian and Watson processes in Hilbert norm

Ya. Yu. Nikitin^a, E. Orsingher^b

^a St. Petersburg State University, Department of Mathematics and Mechanics
^b Saint-Petersburg State University

Abstract: We find the exact asymptotic behavior of small ball probabilities in Hilbert norm for the simplest form of Slepian process and for the Watson process appearing in nonparametric Statistics.

UDC: 519.21

Received: 20.11.2004