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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2004 Volume 311, Pages 214–221 (Mi znsl797)

This article is cited 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

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.

UDC: 519.2

Received: 25.06.2004


 English version:
Journal of Mathematical Sciences (New York), 2006, 133:3, 1328–1332

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