Logarithmic level comparison for small deviation probabilities
From MaRDI portal
Recommendations
Cites work
- A Gaussian correlation inequality and its applications to small ball probabilities
- Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets
- Comparison results for the lower tail of Gaussian seminorms
- Comparison theorems for small deviations of random series
- Exact L^2 small balls of Gaussian processes
- Exact L₂-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
- Existence of small ball constants for fractional Brownian motions
- Gaussian processes: Inequalities, small ball probabilities and applications
- scientific article; zbMATH DE number 49190 (Why is no real title available?)
- scientific article; zbMATH DE number 3563442 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- Integrated Brownian motions and exact \(L_2\)-small balls
- Laplace transforms via {H}adamard factorization
- Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes
- Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
- Small ball probabilities of fractional Brownian sheets via fractional integration operators
Cited in
(5)- Log-level comparison principle for small ball probabilities
- On the lower tail probabilities of some random sequences in \(l_{ p }\)
- Logarithmic level comparison for small deviation probabilities
- A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
- Boundary non-crossings of Brownian pillow
This page was built for publication: Logarithmic level comparison for small deviation probabilities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5898651)
