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L-2-SMALL DEVIATIONS FOR WEIGHTED STATIONARY PROCESSES
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, Faculty of Science & Engineering. St Petersburg State Univ, Russia.
St Petersburg State Univ, Russia; Steklov Inst Math, Russia.
2018 (English)In: Mathematika, ISSN 0025-5793, E-ISSN 2041-7942, Vol. 64, no 2, p. 387-405Article in journal (Refereed) Published
Abstract [en]

We find logarithmic asymptotics of L-2-small deviation probabilities for weighted stationary Gaussian processes (both for real and complex-valued) having a power-type discrete or continuous spectrum. Our results are based on the spectral theory of pseudo-differential operators developed by Birman and Solomyak.

Place, publisher, year, edition, pages
LONDON MATH SOC , 2018. Vol. 64, no 2, p. 387-405
National Category
Mathematical Analysis
Identifiers
URN: urn:nbn:se:liu:diva-148400DOI: 10.1112/S0025579317000572ISI: 000432708800005OAI: oai:DiVA.org:liu-148400DiVA, id: diva2:1218571
Note

Funding Agencies|SPbSU-DFG [6.65.37.2017]; RFBR [16-01-00258]

Available from: 2018-06-14 Created: 2018-06-14 Last updated: 2018-06-14

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Lifshits, Mikhail
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