Abstract
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.
Funder
Russian Foundation for Basic Research
Subject
General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)
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2. Sharp small deviation asymptotics in L2-norm for a class of Gaussian processes;Kharinski;J. Math. Sci.,2006
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