Small deviation probability via chaining

DOI10.1016/j.spa.2008.01.005zbMath1155.60013arXiv0706.2720OpenAlexW1968273035MaRDI QIDQ2518620

Frank Aurzada, Mikhail Lifshits

Publication date: 16 January 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0706.2720

zbMATH Keywords

Gaussian processesstable processesmetric entropychainingsmall deviationlower tail probability

Mathematics Subject Classification ID

Gaussian processes (60G15) Stable stochastic processes (60G52)

Related Items (7)

On small deviations of stationary Gaussian processes and related analytic inequalities ⋮ Kuelbs-Li inequalities and metric entropy of convex hulls ⋮ Small deviations of stable processes and entropy of the associated random operators ⋮ Small Deviations of Sums of Correlated Stationary Gaussian Sequences ⋮ Bounds for entropy numbers for some critical operators ⋮ Optimality of CKP-inequality in the critical case ⋮ Small deviations for stable processes via compactness properties of the parameter set

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