On a set of transformations of Gaussian random functions
Probability
2008-05-15 v1
Abstract
We consider a set of one-dimensional transformations of Gaussian random functions. Under natural assumptions we obtain a connection between -small ball asymptotics of the transformed function and of the original one. Also the explicit Karhunen -- Lo\'eve expansion is obtained for a proper class of Gaussian processes.
Cite
@article{arxiv.0805.1967,
title = {On a set of transformations of Gaussian random functions},
author = {A. I. Nazarov},
journal= {arXiv preprint arXiv:0805.1967},
year = {2008}
}