Precise small deviations in L 2 of some Gaussian processes appearing in the regression context

Alisa Kirichenko; Ya. Nikitin

Open Mathematics (2014)

  • Volume: 12, Issue: 11, page 1674-1686
  • ISSN: 2391-5455

Abstract

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We find precise small deviation asymptotics with respect to the Hilbert norm for some special Gaussian processes connected to two regression schemes studied by MacNeill and his coauthors. In addition, we also obtain precise small deviation asymptotics for the detrended Brownian motion and detrended Slepian process.

How to cite

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Alisa Kirichenko, and Ya. Nikitin. "Precise small deviations in L 2 of some Gaussian processes appearing in the regression context." Open Mathematics 12.11 (2014): 1674-1686. <http://eudml.org/doc/269122>.

@article{AlisaKirichenko2014,
abstract = {We find precise small deviation asymptotics with respect to the Hilbert norm for some special Gaussian processes connected to two regression schemes studied by MacNeill and his coauthors. In addition, we also obtain precise small deviation asymptotics for the detrended Brownian motion and detrended Slepian process.},
author = {Alisa Kirichenko, Ya. Nikitin},
journal = {Open Mathematics},
keywords = {Gaussian process; Small deviations; Precise asymptotics; small deviations; Gaussian processes; detrended Brownian motion; detrended Slepian process},
language = {eng},
number = {11},
pages = {1674-1686},
title = {Precise small deviations in L 2 of some Gaussian processes appearing in the regression context},
url = {http://eudml.org/doc/269122},
volume = {12},
year = {2014},
}

TY - JOUR
AU - Alisa Kirichenko
AU - Ya. Nikitin
TI - Precise small deviations in L 2 of some Gaussian processes appearing in the regression context
JO - Open Mathematics
PY - 2014
VL - 12
IS - 11
SP - 1674
EP - 1686
AB - We find precise small deviation asymptotics with respect to the Hilbert norm for some special Gaussian processes connected to two regression schemes studied by MacNeill and his coauthors. In addition, we also obtain precise small deviation asymptotics for the detrended Brownian motion and detrended Slepian process.
LA - eng
KW - Gaussian process; Small deviations; Precise asymptotics; small deviations; Gaussian processes; detrended Brownian motion; detrended Slepian process
UR - http://eudml.org/doc/269122
ER -

References

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