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Exact small deviation asymptotics for the Slepian and Watson processes in the Hilbert norm

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Abstract

We find the exact asymptotic behavior of small ball probabilities in the Hilbert norm for the simplest form of the Slepian process and for the Watson process appearing in nonparametric statistics. Bibliography: 23 titles.

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Authors and Affiliations

  1. St. Petersburg State University, St. Petersburg, Russia

    Ya. Yu. Nikitin

  2. Università di Roma “La Sapienza,”, Roma, Italy

    E. Orsingher

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  1. Ya. Yu. Nikitin
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  2. E. Orsingher
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 120–128.

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Nikitin, Y.Y., Orsingher, E. Exact small deviation asymptotics for the Slepian and Watson processes in the Hilbert norm. J Math Sci 137, 4555–4560 (2006). https://doi.org/10.1007/s10958-006-0250-3

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  • DOI: https://doi.org/10.1007/s10958-006-0250-3

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