On Small Deviation Asymptotics in the <i>L</i><sub>2</sub>-Norm for Certain Gaussian Processes

The results obtained allow finding sharp small deviations in a Hilbert norm for centered Gaussian processes in the case where their covariances have a special form of the eigenvalues and allow us to describe small deviation asymptotics for certain Gaussian processes.

Bibliographic Details
Main Author: Leonid Rozovsky
Format: Article
Language:English
Published: MDPI AG 2021-03-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/9/6/655