Asymptotic analysis via Mellin transforms for small deviations in $L^2$-norm of integrated Brownian sheets
| dc.creator | Fill, James Allen | |
| dc.creator | Torcaso, Fred | |
| dc.date | 2003-09-23 | |
| dc.date.accessioned | 2026-07-07T05:01:24Z | |
| dc.date.available | 2026-07-07T05:01:24Z | |
| dc.description | We use Mellin transforms to compute a full asymptotic expansion for the tail of the Laplace transform of the squared $L^2$-norm of any multiply-integrated Brownian sheet. Through reversion we obtain corresponding strong small-deviation estimates. | |
| dc.description | 29 pages. See also http://www.mts.jhu.edu/~fill/ and http://www.mts.jhu.edu/~torcaso/ . Submitted for publication in September, 2003 | |
| dc.identifier | https://arxiv.org/abs/math/0309391 | |
| dc.identifier | http://arxiv.org/abs/math/0309391 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/68656 | |
| dc.subject | Probability | |
| dc.subject | 60G15, 41A60 (primary); 60E10, 44A15, 41A27 (secondary) | |
| dc.title | Asymptotic analysis via Mellin transforms for small deviations in $L^2$-norm of integrated Brownian sheets | |
| dc.type | text |