Estimates for the small ball probabilities of the fractional Brownian sheet

DOI10.1023/A:1007897525164zbMath0971.60041OpenAlexW1561202116MaRDI QIDQ1582127

Thomas Dunker

Publication date: 18 October 2001

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007897525164

zbMATH Keywords

Gaussian fieldsmall ball probabilitiesKolmogorov numbers

Mathematics Subject Classification ID

Gaussian processes (60G15) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Riesz operators; eigenvalue distributions; approximation numbers, (s)-numbers, Kolmogorov numbers, entropy numbers, etc. of operators (47B06)

Related Items (13)

Path regularity of the Brownian motion and the Brownian sheet ⋮ Metric entropy of integration operators and small ball probabilites for the Brownian sheet ⋮ On the small ball inequality in all dimensions ⋮ The two-parameter Volterra multifractional process ⋮ Joint continuity of the local times of fractional Brownian sheets ⋮ Local times of multifractional Brownian sheets ⋮ Polar sets of fractional Brownian sheets ⋮ Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet ⋮ Some properties for two-parameter fractional Lévy-Wiener process ⋮ Small ball probabilities for the Slepian Gaussian fields ⋮ Fractional Brownian sheets run with nonlinear clocks ⋮ Exact moduli of continuity for operator-scaling Gaussian random fields ⋮ Mixed fractional Brownian sheets and their applications

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