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Small ball probabilities for smooth Gaussian fields and tensor products of compact operators. / Karol', Andrei I.; Nazarov, Alexander I.
в: Mathematische Nachrichten, Том 287, № 5-6, 2014, стр. 595-609.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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TY - JOUR
T1 - Small ball probabilities for smooth Gaussian fields and tensor products of compact operators
AU - Karol', Andrei I.
AU - Nazarov, Alexander I.
PY - 2014
Y1 - 2014
N2 - We find the logarithmic L-2-small ball asymptotics for a class of zero mean Gaussian fields with covariances having the structure of tensor product. The main condition imposed on marginal covariances is slow growth at the origin of counting functions of their eigenvalues. That is valid for Gaussian functions with smooth covariances. Another type of marginal functions considered as well are classical Wiener process, Brownian bridge, Ornstein-Uhlenbeck process, etc., in the case of special self-similar measure of integration. Our results are based on a new theorem on spectral asymptotics for the tensor products of compact self-adjoint operators in Hilbert space which is of independent interest. Thus, we continue to develop the approach proposed in the paper , where the regular behavior at infinity of marginal eigenvalues was assumed.
AB - We find the logarithmic L-2-small ball asymptotics for a class of zero mean Gaussian fields with covariances having the structure of tensor product. The main condition imposed on marginal covariances is slow growth at the origin of counting functions of their eigenvalues. That is valid for Gaussian functions with smooth covariances. Another type of marginal functions considered as well are classical Wiener process, Brownian bridge, Ornstein-Uhlenbeck process, etc., in the case of special self-similar measure of integration. Our results are based on a new theorem on spectral asymptotics for the tensor products of compact self-adjoint operators in Hilbert space which is of independent interest. Thus, we continue to develop the approach proposed in the paper , where the regular behavior at infinity of marginal eigenvalues was assumed.
U2 - DOI 10.1002/mana.201100010
DO - DOI 10.1002/mana.201100010
M3 - Article
VL - 287
SP - 595
EP - 609
JO - Mathematische Nachrichten
JF - Mathematische Nachrichten
SN - 0025-584X
IS - 5-6
ER -
ID: 5667602