seminario

[Pietro Muliere <pietro.muliere@uni-bocconi.it>]

Istituto Metodi Quantitativi - Università L. Bocconi
Viale Isonzo, 25 - 20135 Milano
Tel. 02-58365629  - Fax 02-58365630





SEMINARIO



EXACT SMALL BALL CONSTANTS FOR SOME GAUSSIAN PROCESSES UNDER   L²-NORM

BY

Yakov Nikitin
St. Petersburg State University



giovedì, 14 febbraio 2002 - ore 16.00
aula IMQ - stanza 137





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Abstract:
We find some logarithmic and exact small deviation asymptotics for the 
L²-norm of certain Gaussian processes closely connected with the Wiener 
process, Brownian bridge, their centered and integrated variants. The 
results are based on the precise analysis of infinite Gaussian quadratic 
series where the coefficients are the eigenvalues of corresponding integral 
operators.
Joint paper with Luisa Beghin and Enzo Orsingher.