Small deviations for stable processes via compactness properties of the parameter set

DOI10.1016/J.SPL.2007.09.018MaRDI QIDQ2483426zbMATH OpenOpenAlexFDO

Authors Frank Aurzada

Publication date 28 April 2008

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

Full work available at URL https://doi.org/10.1016/j.spl.2007.09.018

zbMATH Keywords

Gaussian processeslinear fractional stable motionmetric entropyself-similar processessmall deviationstable processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Recommendations

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Cites work

• Approximation, metric entropy and small ball estimates for Gaussian measures
• scientific article; zbMATH DE number 991499 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• Lower tails of self-similar stable processes
• Metric entropy and the small ball problem for Gaussian measures
• New Gaussian estimates for enlarged balls
• On the lower tail probabilities of some random sequences in \(l_{ p }\)
• Small deviation probability via chaining
• Small deviations for fractional stable processes
• Small deviations of stable processes via metric entropy

Cited in

(7)

• Small deviations of stable processes via metric entropy
• Small gaps in the range of stable processes
• Small deviations for fractional stable processes
• Small deviation probability via chaining
• Small deviation probabilities of some stochastic processes.
• Small deviation of subordinated processes over compact sets
• Small deviations of stable processes and entropy of the associated random operators

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