L2-small ball asymptotics for Gaussian random functions: A survey

PROBABILITY SURVEYS(2023)

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摘要
This article is a survey of the results on asymptotic behav-ior of small ball probabilities in L2-norm. Recent progress in this field is mainly based on the methods of spectral theory of differential and integral operators.
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关键词
Small ball probabilities, Gaussian processes, Hilbertian norm, spectral asymptotics
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