Asymptotic behavior of small ball probabilities
This article is a survey of recent research about asymptotic behavior of small ball probabilities. The typical problem of the small ball probabilities is to investigate the asymptotic behavior of \(P{ ||X||<r},\) as \(r\) goes to zero, for a random vector \(X\) taking values in a normed space. The subject is known for long time to be hard but there was substantial progress during the last years. The author surveys the recent results with special focus on the fruitful connection between Gaussian small ball probabilities and analytical problems of approximation theory. The author presents several interesting open problems, too.NEWLINENEWLINEFor the entire collection see [Zbl 0968.00043].
- Small ball probability, inverse theorems, and applications
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- Small ball probability estimates for log-concave measures
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- Log-level comparison principle for small ball probabilities
- Small deviations of general Lévy processes
- Small deviations for Matérn random fields and processes in the Hilbert norm
- Relations between classical, average, and probabilistic Kolmogorov widths
- On small deviation asymptotics in \(L_2\) of some mixed Gaussian processes
- Small ball probabilities for certain Gaussian random fields
- Exact L₂-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
- Small time Chung-type LIL for Lévy processes
- Spectral equivalence of Gaussian random functions: operator approach
- Random databases with approximate record matching
- On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
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- Small deviations of iterated processes in the space of trajectories
- Exact small ball asymptotics in weighted \(L_2\)-norm for some Gaussian processes
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications
- Evaluating the small deviation probabilities for subordinated Lévy processes
- Small deviation probability via chaining
- Exact small ball constants for some Gaussian processes under the \(L^2\)-norm
- Small ball probabilities for a centered Poisson process of high intensity
- Probabilities of randomly centered small balls and quantization in Banach spaces
- The small ball asymptotics in Hilbert norm for the Kac-Kiefer-Wolfowitz processes
- Comparison theorems for the small ball probabilities of the Green Gaussian processes in weighted L₂-norms
- \(L_{2}\)-small deviations for weighted stationary processes
- scientific article; zbMATH DE number 4178457 (Why is no real title available?)
- Limit theorems for small deviation probabilities of some iterated stochastic processes
- On spectral asymptotics of the tensor product of operators with almost regular marginal asymptotics
- Some insights about the small ball probability factorization for Hilbert random elements
- On small deviation probabilities for certain iterated random processes
- Small deviations of weighted fractional processes and average non–linear approximation
- Small ball estimates for quasi-norms
- A combinatorial approach to small ball inequalities for sums and differences
- Small ball probabilities for Gaussian random fields and tensor products of compact operators
- L₂-small ball asymptotics for some demeaned Gaussian processes
- L₂-small ball asymptotics for Gaussian random functions: a survey
- L₂-small ball asymptotics for a family of finite-dimensional perturbations of Gaussian functions
- Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)
- Small fluctuations for time-dependent spherical random fields
- Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems
- A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
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