$L_2$-Small Deviations for Weighted Stationary Processes
Probability
2020-02-11 v2
Abstract
We find logarithmic asymptotics of -small deviation probabilities for weighted stationary Gaussian processes (both for real and complex-valued) having power-type discrete or continuous spectrum. As in the recent work by Hong, Lifshits and Nazarov, our results are based on the spectral theory of pseudo-differential operators developed by Birman and Solomyak.
Cite
@article{arxiv.1705.00422,
title = {$L_2$-Small Deviations for Weighted Stationary Processes},
author = {Mikhail Lifshits and Alexander Nazarov},
journal= {arXiv preprint arXiv:1705.00422},
year = {2020}
}