Degenerate self-similar measures, spectral asymptotics and small deviations of Gaussian processes
Spectral Theory
2014-02-26 v1 Probability
Abstract
We find the logarithmic small ball asymptotics for the -norm with respect to a degenerate self-similar measures of a certain class of Gaussian processes including Brownian motion, Ornstein - Uhlenbeck process and their integrated counterparts.
Keywords
Cite
@article{arxiv.1009.1252,
title = {Degenerate self-similar measures, spectral asymptotics and small deviations of Gaussian processes},
author = {A. I. Nazarov and I. A. Sheipak},
journal= {arXiv preprint arXiv:1009.1252},
year = {2014}
}
Comments
15 pages, 1 figure