The small ball problem for the Brownian sheet
DOI10.1214/AOP/1176988605zbMATH Open0835.60031OpenAlexW1994935279MaRDI QIDQ1345602FDOQ1345602
Authors: Michel Talagrand 
Publication date: 8 April 1996
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176988605
Recommendations
Gaussian processes (60G15) Probability theory on linear topological spaces (60B11) Inequalities; stochastic orderings (60E15) Sample path properties (60G17) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Summability and bases in topological vector spaces (46A35) Summability and bases; functional analytic aspects of frames in Banach and Hilbert spaces (46B15)
Cited In (41)
- The influence of a log-type small ball factor in the study of the lower classes
- Refining the two-dimensional signed small ball inequality
- Gaussian approximation numbers and metric entropy
- Small ball estimates for Brownian motion and the Brownian sheet
- Small ball probabilities of Gaussian fields
- An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion
- Chung’s law for integrated Brownian motion
- Some small ball probabilities for Gaussian processes under nonuniform norms
- Metric entropy of high dimensional distributions
- Estimates for the small ball probabilities of the fractional Brownian sheet
- Two different kinds of liminfs on the LIL for two-parameter Wiener processes
- The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
- On the fractal nature of increments of the infinite series of OU processes related to the Chung LIL
- A Gaussian correlation inequality and its applications to the existence of small ball constant.
- Chung's law of the iterated logarithm for a class of stochastic heat equations
- Estimates for the entropy numbers of the Nikol'skii–Besov classes of functions with mixed smoothness in the space of quasi‐continuous functions
- Boundary crossings and the distribution function of the maximum of Brownian sheet.
- On a norm and approximate characteristics of classes of multivariable functions
- Exponential Squared Integrability of the Discrepancy Function in Two Dimensions
- Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications
- Local times of additive Lévy processes.
- Small deviations for some multi-parameter Gaussian processes
- Chung's functional law of the iterated logarithm for the Brownian sheet
- Estimates of entropy numbers and Gaussian measures for classes of functions with bounded mixed derivative
- Nondeterminism of linear operators and lower entropy estimates
- Asymptotic behavior of the distortion-rate function for Gaussian processes in Banach spaces
- Small ball probabilities and a support theorem for the stochastic heat equation
- Increments and sample path properties of Gaussian processes
- IDT processes and associated Lévy processes with explicit constructions
- Metric entropy of integration operators and small ball probabilites for the Brownian sheet
- Small ball problem via wavelets for Gaussian processes
- On the small ball inequality in all dimensions
- On the small ball inequality in three dimensions
- Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times
- On the entropy numbers of the mixed smoothness function classes
- Orlicz spaces bounds for special classes of hyperbolic sums
- Sample paths properties of the set-indexed fractional Brownian motion
- Some singular sample path properties of a multiparameter fractional Brownian motion
- Path regularity of the Brownian motion and the Brownian sheet
- The two-dimensional small ball inequality and binary nets
- Small ball probabilities for the Slepian Gaussian fields
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