Abstract
We find some logarithmic and exact small deviation asymptotics for the L 2-norms of certain Gaussian processes closely connected with a Wiener process. In particular, processes obtained by centering and integrating Brownian motion and Brownian bridge are examined. Bibliography: 28 titles.
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Published in Zapiski Nauchnykh Seminarov POMI, Vol. 298, 2003, pp. 5–21.
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Beghin, L., Nikitin, Y. & Orsingher, E. Exact Small Ball Constants for Some Gaussian Processes under the L 2-Norm. J Math Sci 128, 2493–2502 (2005). https://doi.org/10.1007/s10958-005-0197-9
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DOI: https://doi.org/10.1007/s10958-005-0197-9