Small Ball Constants and Tight Eigenvalue Asymptotics for Fractional Brownian Motions

Journal of Theoretical Probability

Volumn 16, Issue 1, 2003, Pages 87-100

  Bronski, Jared C ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Eigen value asymptotics; Fractional Brownian motion; Karhunen Loeve expansion; Small ball probabilities

Indexed keywords

EID: 0037278949     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022226420564     Document Type: Article

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