Small deviations of stable processes and entropy of the associated random operators
From MaRDI portal
Publication:605898
DOI10.3150/09-BEJ212zbMath1214.60019arXiv0804.1883MaRDI QIDQ605898
Frank Aurzada, Mikhail Lifshits, Werner Linde
Publication date: 15 November 2010
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0804.1883
Gaussian process; metric entropy; stable process; small deviations; random operator; Riemann-Liouville process
Related Items
Small ball probabilities and large deviations for grey Brownian motion, Lower bound in regression for functional data by representation of small ball probabilities, On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
Cites Work
- Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
- Asymptotic behaviour of stable measures near the origin
- Estimates of entropy numbers and Gaussian measures for classes of functions with bounded mixed derivative
- Metric entropy and the small ball problem for Gaussian measures
- Approximation, metric entropy and small ball estimates for Gaussian measures
- Duality of metric entropy
- Small deviations of stable processes via metric entropy
- Metric entropy of integration operators and small ball probabilites for the Brownian sheet
- On the lower tail probabilities of some random sequences in \(l_{ p }\)
- Small deviations for fractional stable processes
- Small deviation probability via chaining
- Entropy numbers of general diagonal operators
- On probabilities of small deviations for stochastic processes
- Small Deviations in a Space of Trajectories
- Lois e(?) dans les espaces vectoriels et lois stables
- Approximation and entropy numbers of Volterra operators with application to Brownian motion
- Small ball probabilities for stable convolutions
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
