Exact L 2-Small Ball Asymptotics of Gaussian Processes and the Spectrum of Boundary-Value Problems

Alexander I. Nazarov ()
Additional contact information
Alexander I. Nazarov: St. Petersburg State University

Journal of Theoretical Probability, 2009, vol. 22, issue 3, 640-665

Abstract: Abstract We sharpen a classical result on the spectral asymptotics of boundary-value problems for self-adjoint ordinary differential operator. Using this result, we obtain the exact L 2-small ball asymptotics for a new class of zero-mean Gaussian processes. This class includes, in particular, the integrated generalized Slepian process, integrated centered Wiener process, and integrated centered Brownian bridge.

Keywords: Small ball asymptotics; Spectral asymptotics; Gaussian processes; Ordinary differential operators; 60G15; 34L20 (search for similar items in EconPapers)
Date: 2009
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s10959-008-0173-7 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:22:y:2009:i:3:d:10.1007_s10959-008-0173-7

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-008-0173-7

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().