Small ball probabilities of fractional Brownian sheets via fractional integration operators (Q1866057)

The authors investigate the small ball problem for \(d\)-dimensional fractional Brownian sheets by functional analysis methods. For this reason they show that integration operators of Riemann-Liouville and Weyl type are very close in the sense of their approximation properties, i.e. the Kolmogorov and entropy numbers of their difference tend to zero exponentially. This allows them to carry over properties of the Weyl operator to the Riemann-Liouville one, leading to sharp small ball estimates for some fractional Brownian sheets. In particular, they extend Talagrand's estimate for the 2-dimensional Brownian sheet to the fractional case. When passing from dimension one to dimension \(d\geq 2\), they use a quite general estimate for the Kolmogorov numbers of the tensor products of linear operators which could be of interest in its own right.