On a set of transformations of Gaussian random functions

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dc.creatorNazarov, A. I.
dc.date2008-05-14
dc.date.accessioned2026-07-07T09:38:46Z
dc.date.available2026-07-07T09:38:46Z
dc.descriptionWe consider a set of one-dimensional transformations of Gaussian random functions. Under natural assumptions we obtain a connection between $L_2$-small ball asymptotics of the transformed function and of the original one. Also the explicit Karhunen -- Loéve expansion is obtained for a proper class of Gaussian processes.
dc.identifierhttps://arxiv.org/abs/0805.1967
dc.identifierhttp://arxiv.org/abs/0805.1967
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/160930
dc.subjectProbability
dc.subject60G15
dc.titleOn a set of transformations of Gaussian random functions
dc.typetext

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