Sharp Small Deviation Asymptotics in the L
2-Norm for a Class of Gaussian Processes |
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Authors: | Ya Yu Nikitin P A Kharinski |
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Institution: | (1) St.Petersburg State University, St.Petersburg, Russia |
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Abstract: | We characterize the exact behavior of small deviations in a Hilbert norm for centered Gaussian processes in the case where
their covariances have a special form of eigenvalues. This result enables us to describe small deviation asymptotics for certain
Gaussian processes. Bibliography: 20 titles.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 214–221. |
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Keywords: | |
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