Exact L 2-small ball asymptotics of Gaussian processes and the spectrum of boundary value problems with non-separated boundary conditions - Mathematics > ProbabilityReportar como inadecuado




Exact L 2-small ball asymptotics of Gaussian processes and the spectrum of boundary value problems with non-separated boundary conditions - Mathematics > Probability - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

Abstract: We sharpen a classical result on the spectral asymptotics of the boundaryvalue problems for self-adjoint ordinary differential operator. Using thisresult we obtain the exact $L 2$-small ball asymptotics for a new class of zeromean Gaussian processes. This class includes, in particular, integratedgeneralized Slepian process, integrated centered Wiener process and integratedcentered Brownian bridge.



Autor: A. I. Nazarov

Fuente: https://arxiv.org/







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