AbstractLet {X(t);0⩽t⩽1} be a real-valued continuous Gaussian Markov process with mean zero and covariance σ(s,t)=EX(s)X(t)≠0 for 0<s,t<1. It is known that we can write σ(s,t)=G(min(s,t))H(max(s,t)) with G>0,H>0 and G/H nondecreasing on the interval (0,1). We show that for the Lp-norm on C[0,1], 1⩽p⩽∞limε→0ε2logP(||X(t)||p<ε)=−κp∫01(G′H−H′G)p/(2+p)dt(2+p)/pand its various extensions
We study the small deviation probabilities of a family of very smooth self-similar Gaussian processe...
In this short note we study the asymptotic behaviour of the minima over compact intervals of Gauss...
International audienceThe paper deals with the problem of nonparametric estimating the Lp-norm, p ∈ ...
Let {X(t); 0[less-than-or-equals, slant]t[less-than-or-equals, slant]1} be a real-valued continuous ...
AbstractLet {X(t);0⩽t⩽1} be a real-valued continuous Gaussian Markov process with mean zero and cova...
We investigate the small deviations under various norms for stable processes defined by the convolut...
SIGLEAvailable at INIST (FR), Document Supply Service, under shelf-number : 22522, issue : a.1994 n....
The small ball probability or small deviation studies the behavior of log (x: jjxjj ") as &quo...
Li, WenboLeung, Yuk J.In this dissertation, we study the Karhunen-Lo??ve (KL) expansion and the exac...
© 2015 Taylor & Francis. The paper deals with the expected maxima of continuous Gaussian processes X...
AbstractLet μ be a Gaussian measure on a separable Banach space. We prove a tight link between the l...
AbstractLet X1,…,Xn be jointly Gaussian random variables with mean zero. It is shown that ∀x>0 and ∀...
We present a competitive analysis of some non-parametric Bayesian algorithms in a worst-case online ...
AbstractLet {Xn} be a stationary Gaussian sequence with E{X0} = 0, {X20} = 1 and E{X0Xn} = rn n Let ...
AbstractLet X=(Xt,Ft)t⩾0 be a diffusion process on R given by dXt=μ(Xt)dt+σ(Xt)dBt,X0=x0, where B=(B...
We study the small deviation probabilities of a family of very smooth self-similar Gaussian processe...
In this short note we study the asymptotic behaviour of the minima over compact intervals of Gauss...
International audienceThe paper deals with the problem of nonparametric estimating the Lp-norm, p ∈ ...
Let {X(t); 0[less-than-or-equals, slant]t[less-than-or-equals, slant]1} be a real-valued continuous ...
AbstractLet {X(t);0⩽t⩽1} be a real-valued continuous Gaussian Markov process with mean zero and cova...
We investigate the small deviations under various norms for stable processes defined by the convolut...
SIGLEAvailable at INIST (FR), Document Supply Service, under shelf-number : 22522, issue : a.1994 n....
The small ball probability or small deviation studies the behavior of log (x: jjxjj ") as &quo...
Li, WenboLeung, Yuk J.In this dissertation, we study the Karhunen-Lo??ve (KL) expansion and the exac...
© 2015 Taylor & Francis. The paper deals with the expected maxima of continuous Gaussian processes X...
AbstractLet μ be a Gaussian measure on a separable Banach space. We prove a tight link between the l...
AbstractLet X1,…,Xn be jointly Gaussian random variables with mean zero. It is shown that ∀x>0 and ∀...
We present a competitive analysis of some non-parametric Bayesian algorithms in a worst-case online ...
AbstractLet {Xn} be a stationary Gaussian sequence with E{X0} = 0, {X20} = 1 and E{X0Xn} = rn n Let ...
AbstractLet X=(Xt,Ft)t⩾0 be a diffusion process on R given by dXt=μ(Xt)dt+σ(Xt)dBt,X0=x0, where B=(B...
We study the small deviation probabilities of a family of very smooth self-similar Gaussian processe...
In this short note we study the asymptotic behaviour of the minima over compact intervals of Gauss...
International audienceThe paper deals with the problem of nonparametric estimating the Lp-norm, p ∈ ...
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