Asymptotic analysis via Mellin transforms for small deviations in L2-norm of integrated Brownian sheets
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We use Mellin transforms to compute a full asymptotic expansion for the tail of the Laplace transform of the squared L2-norm of any multiply-integrated Brownian sheet. Through reversion we obtain corresponding strong small-deviation estimates.
Key words and phrases:Asymptotics Integrated Brownian sheet Mellin transform Harmonic sum Generalized Dirichlet series Small deviations Reversion
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