$L_2$-small ball asymptotics for some demeaned Gaussian processes
Alexander Nazarov, Yulia Petrova
TL;DR
This paper investigates the small ball probabilities in the $L_2$ norm for certain centered Gaussian processes, providing asymptotic formulas after applying a centering operation.
Contribution
It introduces $L_2$-small ball asymptotics for demeaned Gaussian processes, extending existing results to centered versions of these processes.
Findings
Derived explicit $L_2$-small ball asymptotics for centered Gaussian processes
Extended small ball probability results to demeaned processes
Provided mathematical formulas for asymptotic behavior
Abstract
We discuss the centering operation for the Green Gaussian processes and calculate -small ball asymptotics for some centered (demeaned) processes.
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Taxonomy
TopicsStochastic processes and financial applications