We find some logarithmic and exact small deviation asymptotics for the L2-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.
Exact small ball constants for some Gaussian processes under L2-norm / Beghin, Luisa; Y., Nikitin; Orsingher, Enzo. - In: JOURNAL OF MATHEMATICAL SCIENCES. - ISSN 1072-3374. - STAMPA. - (2005), pp. 2493-2502. [10.1007/s10958-005-0197-9]
Exact small ball constants for some Gaussian processes under L2-norm
BEGHIN, Luisa;ORSINGHER, Enzo
2005
Abstract
We find some logarithmic and exact small deviation asymptotics for the L2-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.File allegati a questo prodotto
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