The Small Ball Asymptotics in Hilbert Norm for the Kac--Kiefer--Wolfowitz Processes
| Autor: | Y. P. Petrova, Alexander I. Nazarov |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Statistics and Probability
010102 general mathematics Mathematical analysis 01 natural sciences 010305 fluids & plasmas symbols.namesake Amplitude Norm (mathematics) 0103 physical sciences symbols Ball (mathematics) 0101 mathematics Statistics Probability and Uncertainty Gaussian process Mathematics |
| Zdroj: | Theory of Probability & Its Applications. 60:460-480 |
| ISSN: | 1095-7219 0040-585X |
| Popis: | We consider the problem of a small ball behavior in $L_2$-norm for some Gaussian processes of statistical interest. The problem is reduced to the spectral asymptotics for some integral-differential operators. To find these asymptotics we construct complete asymptotic expansions of some oscillation integrals with slowly varying amplitudes. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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