Exact L2-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems

By Alexander I. Nazarov, Yakov Yu. Nikitin. 2004

80 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/217077158f9d3f0f7ea48f2fc412131c31d5a09d

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1. Ingo Steinwart

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Citations in the corpus

• Convergence Types and Rates in Generic Karhunen-Loève Expansions with Applications to Sample Path Properties (2014, background): “nvalues and eigenfunctions are unknown. For example, for the fractional Brownian motion asymptotics are determined in [11], while eigenvalue estimates for certain integrated processes can be found in [23, 48]. Moreover, eigenvalue estimates for covariance functions of tensor type are derived in [30,”