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arXiv:1211.2344 [math.PR]AbstractReferencesReviewsResources

Comparison theorems for the small ball probabilities of Gaussian processes in weighted $L_2$-norms

Alexander I. Nazarov, Ruslan S. Pusev

Published 2012-11-10Version 1

We prove comparison theorems for small ball probabilities of the Green Gaussian processes in weighted $L_2$-norms. We find the sharp small ball asymptotics for many classical processes under quite general assumptions on the weight.

Comments: 10 pages
Categories: math.PR
Subjects: 60G15
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