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$L_{2}$-SMALL DEVIATIONS FOR WEIGHTED STATIONARY PROCESSES
Published online by Cambridge University Press: 03 April 2018
Abstract
We find logarithmic asymptotics of $L_{2}$-small deviation probabilities for weighted stationary Gaussian processes (both for real and complex-valued) having a power-type discrete or continuous spectrum. Our results are based on the spectral theory of pseudo-differential operators developed by Birman and Solomyak.
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- Copyright © University College London 2018