Small ball probabilities for Gaussian processes with stationary increments under Hölder norms

DOI10.1007/BF02212884zbMath0820.60023OpenAlexW2018836913MaRDI QIDQ1890742

Wenbo V. Li, James Kuelbs, Qui-Man Shao

Publication date: 23 May 1995

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

Full work available at URL: https://doi.org/10.1007/bf02212884

zbMATH Keywords

fractional Brownian motionlaw of iterated logarithmstationary incrementssmall ball Gaussian probabilities

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (19)

Infinite-dimensional quadrature and approximation of distributions ⋮ Small ball probabilities of Gaussian fields ⋮ Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times ⋮ Some liminf results on increments of fractional Brownian motion ⋮ Some small ball probabilities for Gaussian processes under nonuniform norms ⋮ Functional limit theorems for \(d\)-dimensional FBM in Hölder norm ⋮ On the fractal nature of increments of the infinite series of OU processes related to the Chung LIL ⋮ Small ball probability estimates for the Hölder semi-norm of the stochastic heat equation ⋮ On the lack of Gaussian tail for rough line integrals along fractional Brownian paths ⋮ Properties of Gaussian local times ⋮ Posterior contraction in Gaussian process regression using Wasserstein approximations ⋮ The fractional mixed fractional Brownian motion. ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ Small ball probabilities, metric entropy and Gaussian rough paths ⋮ Sample path properties of bifractional Brownian motion ⋮ Maximal Inequalities for Fractional Brownian Motion: An Overview ⋮ Integral representation of random variables with respect to Gaussian processes ⋮ On the large increments of fractional Brownian motion ⋮ Chung’s law for integrated Brownian motion

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Small ball estimates for Brownian motion and the Brownian sheet
• A note on small ball probability of a Gaussian process with stationary increments
• A lim inf result in Strassen's law of the iterated logarithm
• Some exact equivalents for Brownian motion in Hölder norm
• The Gaussian measure of shifted balls
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
• Lim inf results for Gaussian samples and Chung's functional LIL
• A relation between Chung's and Strassen's laws of the iterated logarithm
• On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations

This page was built for publication: Small ball probabilities for Gaussian processes with stationary increments under Hölder norms