We find exact small deviation asymptotics with respect to weighted Hilbert norm for some well-known Gaussian processes. Our approach does not require the knowledge of eigenfunctions of the covariance operator of a weighted process. Such a peculiarity of the method makes it possible to generalize many previous results in this area. We also obtain new relations connected to exact small deviation asymptotics for a Brownian excursion, a Brownian meander, and Bessel processes and bridges.
Язык оригиналаанглийский
Страницы (с-по)60-81
ЖурналTheory of Probability and its Applications
Том57
Номер выпуска1
DOI
СостояниеОпубликовано - 2013

ID: 7375207