# $L_2$-small ball asymptotics for a family of finite-dimensional perturbations of Gaussian functions

## TL;DR

This paper investigates the small ball probabilities in L2-norm for finite-dimensional perturbations of Gaussian functions, classifying perturbations and deriving asymptotics, with applications to empirical processes and Green processes.

## Contribution

It introduces a classification of perturbations (non-critical, partially critical, critical) and derives small ball asymptotics for these, extending understanding of Gaussian process perturbations.

## Key findings

- Derived small ball asymptotics for perturbed Gaussian processes.
- Identified Durbin's processes as critical perturbations of Brownian bridge.
- Provided exact asymptotics for critical perturbations of Green processes.

## Abstract

In this article we study the small ball probabilities in $L_2$-norm for a family of finite-dimensional perturbations of Gaussian functions. We define three types of perturbations: non-critical, partially critical and critical; and derive small ball asymptotics for the perturbated process in terms of the small ball asymptotics for the original process. The natural examples of such perturbations appear in statistics in the study of empirical processes with estimated parameters (the so-called Durbin's processes). We show that the Durbin's processes are critical perturbations of the Brownian bridge. Under some additional assumptions, general results can be simplified. As an example we find the exact $L_2$-small ball asymptotics for critical perturbations of the Green processes (the processes which covariance function is the Green function of the ordinary differential operator).