Small ball probabilities of Gaussian fields
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Publication:1898837
DOI10.1007/BF01198847zbMath0833.60043OpenAlexW2066464850MaRDI QIDQ1898837
Publication date: 5 March 1996
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01198847
Random fields (60G60) Gaussian processes (60G15) Strong limit theorems (60F15) Self-similar stochastic processes (60G18)
Related Items (15)
Small ball probabilities of Gaussian fields ⋮ Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times ⋮ THE EXIT PROBABILITIES OF BROWNIAN MOTION WITH VARIABLE DIMENSION APPLYING TO THE CONTROL OF POPULATION GROWTH ⋮ Some liminf results on increments of fractional Brownian motion ⋮ Some small ball probabilities for Gaussian processes under nonuniform norms ⋮ On the fractal nature of increments of the infinite series of OU processes related to the Chung LIL ⋮ Metric entropy of integration operators and small ball probabilites for the Brownian sheet ⋮ Increments and sample path properties of Gaussian processes ⋮ Properties of local-nondeterminism of Gaussian and stable random fields and their applications ⋮ A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter ⋮ Chung-type law of the iterated logarithm on \(l^p\)-valued Gaussian processes ⋮ The moduli of non-differentiability for Gaussian random fields with stationary increments ⋮ Two different kinds of liminfs on the LIL for two-parameter Wiener processes ⋮ Chung’s law for integrated Brownian motion ⋮ A Gaussian correlation inequality and its applications to the existence of small ball constant.
Cites Work
- A note on small ball probability of a Gaussian process with stationary increments
- Probability estimates for multiparameter Brownian processes
- Small ball estimates for Gaussian processes under Sobolev type norms
- New Gaussian estimates for enlarged balls
- Metric entropy and the small ball problem for Gaussian measures
- On almost sure limit inferior for \(B\)-valued stochastic processes and applications
- The small ball problem for the Brownian sheet
- Small values of Gaussian processes and functional laws of the iterated logarithm
- Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
- Small ball probabilities of Gaussian fields
- On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
- On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations
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