Asymptotic analysis via Mellin transforms for small deviations in L2-norm of integrated Brownian sheets

• 成果类型: Article
• 署名作者: Fill, JA; Torcaso, F
• 署名单位: Johns Hopkins University
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-004-0363-x
• 发表日期: 2004
• 页码: 259-288
• 关键词: motion; balls

摘要

We use Mellin transforms to compute a full asymptotic expansion for the tail of the Laplace transform of the squared L-2-norm of any multiply-integrated Brownian sheet. Through reversion we obtain corresponding strong small-deviation estimates.