Degenerate self-similar measures, spectral asymptotics and small deviations of Gaussian processes

preprint2010arXivOpen access

Abstract

We find the logarithmic small ball asymptotics for the L2L_2-norm with respect to a degenerate self-similar measures of a certain class of Gaussian processes including Brownian motion, Ornstein - Uhlenbeck process and their integrated counterparts.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.