Lower tail probabilities for Gaussian processes.
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Cites work
- A Gaussian correlation inequality and its applications to the existence of small ball constant.
- A normal comparison inequality and its applications
- An Upper Bound on the Zero-Crossing Distribution*
- Asymptotic Properties of the Maximum in a Stationary Gaussian Process
- Boundary crossings and the distribution function of the maximum of Brownian sheet.
- Bounds for Determinants with Dominant Principal Diagonal
- Capture time of Brownian pursuits
- Extremes and related properties of random sequences and processes
- First Passage Time for a Particular Gaussian Process
- Gaussian processes: Inequalities, small ball probabilities and applications
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- Maximum of a fractional Brownian motion: Probabilities of small values
- On the Maximum of a Fractional Brownian Motion
- Random polynomials having few or no real zeros
- The most visited sites of symmetric stable processes
- The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
- Zero Crossing Probabilities for Gaussian Stationary Processes
Cited in
(31)- Comparison results for the lower tail of Gaussian seminorms
- The first exit time of a Brownian motion from an unbounded convex domain
- Tail behaviour of Gaussian processes with applications to the Brownian pillow.
- On the supremum of products of symmetric stable processes
- Survival exponents for some Gaussian processes
- Universality of the asymptotics of the one-sided exit problem for integrated processes
- Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics
- The persistence exponents of Gaussian random fields connected by the Lamperti transform
- Persistence of heavy-tailed sample averages: principle of infinitely many big jumps
- Probability to be positive for the membrane model in dimensions 2 and 3
- Approximating Shepp's constants for the Slepian process
- Small value probabilities for supercritical branching processes with immigration
- Pinning and wetting transition for (1\(+\)1)-dimensional fields with Laplacian interaction
- Minima of \(H\)-valued Gaussian processes
- Cramér's estimate for stable processes with power drift
- Leadership exponent in the pursuit problem for 1-D random particles
- Tail probabilities of local times of Gaussian processes and diffusions
- Persistence probabilities and exponents
- In memory of Wenbo V. Li's contributions
- Comparison inequalities for order statistics of Gaussian arrays
- On small deviations of stationary Gaussian processes and related analytic inequalities
- scientific article; zbMATH DE number 1552486 (Why is no real title available?)
- Gaussian tail estimates for dirichlet processes
- Pickands-Piterbarg constants for self-similar Gaussian processes
- Persistence Probability for a Class of Gaussian Processes Related to Random Interface Models
- Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes
- Persistence exponents via perturbation theory: Gaussian MA(1)-processes
- Persistence and ball exponents for Gaussian stationary processes
- Geometry of the Ising persistence problem and the universal Bonnet-Manin Painlevé VI distribution
- Small deviations for a family of smooth Gaussian processes
- Unilateral small deviations of processes related to the fractional Brownian motion
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