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

Open Mathematics (2014)

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

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topAlisa 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 -

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