The small ball problem for the Brownian sheet

DOI10.1214/aop/1176988605zbMath0835.60031OpenAlexW1994935279MaRDI QIDQ1345602

Michel Talagrand

Publication date: 8 April 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988605

zbMATH Keywords

Brownian sheetseries expansionsOrlicz normsorthogonal systemscombinatorial estimates

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Sample path properties (60G17) Summability and bases; functional analytic aspects of frames in Banach and Hilbert spaces (46B15) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Summability and bases in topological vector spaces (46A35) Probability theory on linear topological spaces (60B11)

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