Asymptotic Analysis via Mellin Transforms for Small Deviations in L-norm of Integrated Brownian Sheets
نویسنده
چکیده
We use Mellin transforms to compute a full asymptotic expansion for the tail of the Laplace transform of the squared L2-norm of any multiply-integrated Brownian sheet. Through reversion we obtain corresponding strong small-deviation estimates. AMS 2000 subject classifications. Primary 60G15, 41A60; secondary 60E10, 44A15, 41A27.
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