Exact L_2-small ball asymptotics of Gaussian processes and the spectrum of boundary value problems with "non-separated" boundary conditions

Details Exact L_2-small ball asymptotics of Gaussian processes and the spectrum of boundary value problems with "non-separated" boundary conditions Exact L_2-small ball asymptotics of Gaussian processes and the spectrum of boundary value problems with "non-separated" boundary conditions

2007-10-07

arxiv.org/abs/0710.1408v1

Mathematics

Probability

Scientific paper

We sharpen a classical result on the spectral asymptotics of the boundary value problems for self-adjoint ordinary differential operator. Using this result we obtain the exact $L_2$-small ball asymptotics for a new class of zero mean Gaussian processes. This class includes, in particular, integrated generalized Slepian process, integrated centered Wiener process and integrated centered Brownian bridge.

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