Exact L 2 Small Balls of Gaussian Processes
We prove a comparison theorem extending Li (6) and develop a complex-analytic approach
to treat L 2 small ball probabilities of Gaussian processes. We demonstrate the techniques
for the m-times integrated Brownian motions and in examples where one can not apply Li
comparison theorem.
to treat L 2 small ball probabilities of Gaussian processes. We demonstrate the techniques
for the m-times integrated Brownian motions and in examples where one can not apply Li
comparison theorem.
Abstract
We prove a comparison theorem extending Li(6) and develop a complex-analytic approach to treat L 2 small ball probabilities of Gaussian processes. We demonstrate the techniques for the m-times integrated Brownian motions and in examples where one can not apply Li comparison theorem.
Springer