Sharp small ball asymptotics for Slepian and Watson processes in Hilbert norm.
Nikitin, Ya.Yu.; Orsingher, E.
Zapiski Nauchnykh Seminarov POMI (2004)
- Volume: 320, page 120-128
- ISSN: 0373-2703
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topNikitin, Ya.Yu., and Orsingher, E.. "Sharp small ball asymptotics for Slepian and Watson processes in Hilbert norm.." Zapiski Nauchnykh Seminarov POMI 320 (2004): 120-128. <http://eudml.org/doc/229165>.
@article{Nikitin2004,
author = {Nikitin, Ya.Yu., Orsingher, E.},
journal = {Zapiski Nauchnykh Seminarov POMI},
keywords = {small ball probability; small deviations; Slepian process; Brownian bridge; integral equation; eigenvalue},
language = {eng},
pages = {120-128},
publisher = {Nauka},
title = {Sharp small ball asymptotics for Slepian and Watson processes in Hilbert norm.},
url = {http://eudml.org/doc/229165},
volume = {320},
year = {2004},
}
TY - JOUR
AU - Nikitin, Ya.Yu.
AU - Orsingher, E.
TI - Sharp small ball asymptotics for Slepian and Watson processes in Hilbert norm.
JO - Zapiski Nauchnykh Seminarov POMI
PY - 2004
PB - Nauka
VL - 320
SP - 120
EP - 128
LA - eng
KW - small ball probability; small deviations; Slepian process; Brownian bridge; integral equation; eigenvalue
UR - http://eudml.org/doc/229165
ER -
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