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arXiv · 2305.08927

$L_2$-small ball asymptotics for Gaussian random functions: a survey

Alexander Nazarov·Yulia Petrova
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Abstract

This article is a survey of the results on asymptotic behavior of small ball probabilities in $L_2$-norm. Recent progress in this field is mainly based on the methods of spectral theory of differential and integral operators.

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Alexander Nazarov, Yulia Petrova. 2023-05-15. $L_2$-small ball asymptotics for Gaussian random functions: a survey. https://doi.org/10.1214/23-ps20

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