[Author]
 A. I. Nazarov

[Title]
 On a class of transformations of Gaussian random functions

[AMS Subj-class]
 60G15 Gaussian processes
 34L20 Asymptotic distribution of eigenvalues, asymptotic theory of eigenfunctions

[Abstract]
 We consider a class of one-dimensional perturbarions for Gaussian random
 functions. We obtain formulae of $L_2$-small ball asymptotics for
 transformed process in terms of corresponding asymptotics for initial
 process. Insome cases we obtain also explicit Karhunen -- Loeve expansion
 for transformed processes.

[Keywords]
 Gaussian processes; small ball asymptotics; Karhunen--Loeve expansion
 
[Comments]
 Russian, 15 pp.

[Contact e-mail]
 an@AN4751.spb.edu