Exact small ball constants for some Gaussian processes under the L 2-norm

被引：21

作者：

Beghin L. ^{[1
]}

Nikitin Y. ^{[2
]}

Orsingher E. ^{[1
]}

机构：

[1] Dipartimento di Statistica, Probabilitae Statistiche Applicate, Universita di Roma “La Sapienza”, Rome

[2] St. Petersburg State University, St. Petersburg

来源：

Journal of Mathematical Sciences | 2005年 / 128卷 / 1期

基金：

俄罗斯基础研究基金会;

关键词：

Small Deviation; Brownian Motion; Gaussian Process; Wiener Process; Brownian Bridge;

D O I：

10.1007/s10958-005-0197-9

中图分类号：

学科分类号：

摘要：

We find some logarithmic and exact small deviation asymptotics for the L 2-norms of certain Gaussian processes closely connected with a Wiener process. In particular, processes obtained by centering and integrating Brownian motion and Brownian bridge are examined. Bibliography: 28 titles. ©2005 Springer Science+Business Media, Inc.

引用

页码：2493 / 2502

页数：9

共 27 条

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