Small ball probabilities for stable convolutions
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Publication:5429607
DOI10.1051/ps:2007022zbMath1184.60010MaRDI QIDQ5429607
Publication date: 30 November 2007
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=PS_2007__11__327_0
wavelets; entropy numbers; stochastic convolutions; fractional Ornstein-Uhlenbeck processes; small ball probabilities; riemann-liouville processes
60G15: Gaussian processes
60G20: Generalized stochastic processes
60G52: Stable stochastic processes
60F99: Limit theorems in probability theory
Related Items
Small deviations of stable processes and entropy of the associated random operators, Functional limit theorems for renewal shot noise processes with increasing response functions
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