Small deviations of stable processes via metric entropy (Q1827471): Difference between revisions
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English | Small deviations of stable processes via metric entropy |
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Small deviations of stable processes via metric entropy (English)
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6 August 2004
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A stable process is regarded as a random variable with values in a dual Banach space endowed with the weak-*-topology. The aim is to compare the degree of compactness of the operator generating the process in a canonical way. In Section 1 (Introduction) the stage for the analysis is erected. The headings of the following sections may give some impression on the rich contents of the paper: Integral representation of \(L_\alpha\)-valued operators, Entropy estimates for \(L_\alpha\)-valued operators, Small ball estimates of stable measures, Examples and applications.
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stable processes
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small deviation
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metric entropy
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degree of compactness
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