On probabilities of small deviations for stochastic processes

DOI10.3103/S1055134415010058zbMath0718.60024MaRDI QIDQ2639407

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 1991

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1055134415010058

zbMATH Keywords

Wiener process; law of iterated logarithm; small deviations; random broken line process

Mathematics Subject Classification ID

60G15: Gaussian processes

60J65: Brownian motion

60F10: Large deviations

60F17: Functional limit theorems; invariance principles

Related Items

Small Deviations of Sums of Correlated Stationary Gaussian Sequences, Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time, Limit theorems for small deviation probabilities of some iterated stochastic processes, Small deviations of stable processes and entropy of the associated random operators, Small deviations of general Lévy processes, Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm., Small time Chung-type LIL for Lévy processes, Metric entropy of integration operators and small ball probabilites for the Brownian sheet, Small deviations of iterated processes in the space of trajectories

Cites Work

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