\( L_2\)-small ball asymptotics for Gaussian random functions: a survey. (English) Zbl 1517.60041
Summary: This article is a survey of the results on asymptotic behavior of small ball probabilities in \(L_2\)-norm. Recent progress in this field is mainly based on the methods of spectral theory of differential and integral operators.
MSC:
| 60G15 | Gaussian processes |
| 60-02 | Research exposition (monographs, survey articles) pertaining to probability theory |
| 47G10 | Integral operators |
| 34L05 | General spectral theory of ordinary differential operators |
References:
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