Displaying similar documents to “Computation of moments for the length of the one dimensional ISE support.”

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

Alisa Kirichenko, Ya. Nikitin (2014)

Open Mathematics

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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.