On a set of transformations of Gaussian random functions

Details On a set of transformations of Gaussian random functions On a set of transformations of Gaussian random functions

2008-05-14

arxiv.org/abs/0805.1967v1

Mathematics

Probability

Scientific paper

We consider a set of one-dimensional transformations of Gaussian random
functions. Under natural assumptions we obtain a connection between $L_2$-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.

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