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Volumn 31, Issue 3, 2003, Pages 1320-1337

Integrated Brownian motions and exact L2-small balls

Author keywords

General integrated Brownian motion; Small ball probability

Indexed keywords


EID: 0038034725     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1055425782     Document Type: Article
Times cited : (38)

References (10)
  • 2
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    • The Greens functions of some boundary value problems via the Bernoulli and Euler polynomials
    • CHANG, C.-H. and HA, C.-W. (2001). The Greens functions of some boundary value problems via the Bernoulli and Euler polynomials. Arch. Math. (Basel) 76 360-365.
    • (2001) Arch. Math. (Basel) , vol.76 , pp. 360-365
    • Chang, C.-H.1    Ha, C.-W.2
  • 3
    • 0038076079 scopus 로고    scopus 로고
    • Quadratic functional and small ball probabilities for the m-fold integrated Brownian motion
    • CHEN, X. and LI, W. V. (2003). Quadratic functional and small ball probabilities for the m-fold integrated Brownian motion. Ann. Probab. 31 1052-1077.
    • (2003) Ann. Probab. , vol.31 , pp. 1052-1077
    • Chen, X.1    Li, W.V.2
  • 5
    • 0033236897 scopus 로고    scopus 로고
    • On the Bernstein-von Mises theorem with infinite-dimensional parameters
    • FREEDMAN, D. (1999). On the Bernstein-von Mises theorem with infinite-dimensional parameters. Ann. Statist. 27 1119-1140.
    • (1999) Ann. Statist. , vol.27 , pp. 1119-1140
    • Freedman, D.1
  • 7
    • 22444455671 scopus 로고    scopus 로고
    • Chung's law for integrated Brownian motion
    • KHOSHNEVISAN, D. and SHI, Z. (1998). Chung's law for integrated Brownian motion. Trans. Amer. Math. Soc. 350 4253-4264.
    • (1998) Trans. Amer. Math. Soc. , vol.350 , pp. 4253-4264
    • Khoshnevisan, D.1    Shi, Z.2
  • 8
    • 0001173694 scopus 로고
    • Comparison results for the lower tail of Gaussian seminorms
    • LI, W. V. (1992). Comparison results for the lower tail of Gaussian seminorms. J. Theoret. Probab. 5 1-31.
    • (1992) J. Theoret. Probab. , vol.5 , pp. 1-31
    • Li, W.V.1
  • 9
    • 70350344396 scopus 로고    scopus 로고
    • Gaussian processes: Inequalities, small ball probabilities and applications
    • C. R. Rao and D. Shanbhag, eds. North-Holland, Amsterdam
    • LI, W. V. and SHAO, Q. (2001). Gaussian processes: Inequalities, small ball probabilities and applications. In Stochastic Processes: Theory and Methods (C. R. Rao and D. Shanbhag, eds.) 533-597. North-Holland, Amsterdam.
    • (2001) Stochastic Processes: Theory and Methods , pp. 533-597
    • Li, W.V.1    Shao, Q.2
  • 10
    • 0038609748 scopus 로고
    • On some asymptotic representation of the Gaussian measure in a Hubert space
    • SYTAYA, G. N. (1974). On some asymptotic representation of the Gaussian measure in a Hubert space. Theory of Stochastic Processes 2 93-104.
    • (1974) Theory of Stochastic Processes , vol.2 , pp. 93-104
    • Sytaya, G.N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.