arXiv · 1009.1252
Degenerate self-similar measures, spectral asymptotics and small deviations of Gaussian processes
Abstract
We find the logarithmic small ball asymptotics for the $L_2$-norm with respect to a degenerate self-similar measures of a certain class of Gaussian processes including Brownian motion, Ornstein - Uhlenbeck process and their integrated counterparts.
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A. I. Nazarov, I. A. Sheipak. 2010-09-07. Degenerate self-similar measures, spectral asymptotics and small deviations of Gaussian processes. https://doi.org/10.1112/blms%2Fbdr056
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