Log-level comparison principle for small ball probabilities

DOI10.1016/J.SPL.2008.09.021MaRDI QIDQ1004263zbMATH OpenOpenAlexFDO

Authors A. I. Nazarov

Publication date 2 March 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0805.1773

Mathematics Subject Classification ID

Large deviations (60F10)

Abstract: We prove a new variant of comparison principle for logarithmic $L_2$-small ball probabilities of Gaussian processes. As an application, we obtain logarithmic small ball asymptotics for some well-known processes with smooth covariances.

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Cited in

(11)

• Spectral analysis for some multifractional Gaussian processes
• \(L_2\)-small ball asymptotics for a family of finite-dimensional perturbations of Gaussian functions
• On spectral asymptotics of the tensor product of operators with almost regular marginal asymptotics
• Small ball probabilities for smooth Gaussian fields and tensor products of compact operators
• Small deviations for a family of smooth Gaussian processes
• Comparison theorems for the small ball probabilities of the Green Gaussian processes in weighted \(L_2\)-norms
• \(L_{2}\)-small deviations for weighted stationary processes
• \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
• Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes
• Logarithmic level comparison for small deviation probabilities

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