Exact L₂-small ball asymptotics of Gaussian processes and the spectrum of boundary value problems with "non-separated" boundary conditions
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🧮 math.PR
math-phmath.MP
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asymptoticsboundaryintegratedballcenteredclassexactgaussian
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We sharpen a classical result on the spectral asymptotics of the boundary value problems for self-adjoint ordinary differential operator. Using this result we obtain the exact $L_2$-small ball asymptotics for a new class of zero mean Gaussian processes. This class includes, in particular, integrated generalized Slepian process, integrated centered Wiener process and integrated centered Brownian bridge.
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