A. Nazarov

activity

20052011

most citedExact L_2-small ball asymptotics of Gaussian processes and the spectrum of boundary value problems with "non-separated" boundary conditions

2 citations · 4 across the 9 of their papers we have counts for

collaborators

Showing 2008Show all

2 papers · 1 filter

math.PR2008★ 2 cited

On a set of transformations of Gaussian random functions

A. I. Nazarov

We consider a set of one-dimensional transformations of Gaussian random functions. Under natural assumptions we obtain a connection between $L_{2}$ -small ball asymptotics of the tran…

math.PR2008

Log-Level Comparison Principle for Small Ball Probabilities

A. I. Nazarov

We prove a new variant of comparison principle for logarithmic $L_{2}$ -small ball probabilities of Gaussian processes. As an application, we obtain logarithmic small ball asymptotics…