$L_2$-small ball asymptotics for Gaussian random functions: a survey
Probability
2023-06-26 v1 Spectral Theory
Abstract
This article is a survey of the results on asymptotic behavior of small ball probabilities in -norm. Recent progress in this field is mainly based on the methods of spectral theory of differential and integral operators.
Cite
@article{arxiv.2305.08927,
title = {$L_2$-small ball asymptotics for Gaussian random functions: a survey},
author = {Alexander Nazarov and Yulia Petrova},
journal= {arXiv preprint arXiv:2305.08927},
year = {2023}
}
Comments
65 pages, 2 figures