scientific article; zbMATH DE number 1313330

MaRDI QIDQ4254901zbMATH OpenFDO

Authors Thomas Dunker

Publication date 4 July 1999

zbMATH Keywords

entropy numbersfractional Brownian sheetKolmogorov numberssmall ball probabilities

Mathematics Subject Classification ID

Riesz operators; eigenvalue distributions; approximation numbers, (s)-numbers, Kolmogorov numbers, entropy numbers, etc. of operators (47B06) Inequalities; stochastic orderings (60E15) Gaussian processes (60G15) Sample path properties (60G17) Random fields (60G60)

Recommendations

• Metric entropy of the integration operator and small ball probabilities for the Brownian sheet
• Estimates for the small ball probabilities of the fractional Brownian sheet
• Small deviations for some multi-parameter Gaussian processes

Cited in

(15)

• The small ball problem for the Brownian sheet
• Approximation, metric entropy and small ball estimates for Gaussian measures
• Estimates for the small ball probabilities of the fractional Brownian sheet
• Optimal series representation of fractional Brownian sheets
• Small ball probabilities of fractional Brownian sheets via fractional integration operators
• Metric entropy of integration operators and small ball probabilites for the Brownian sheet
• Small ball estimates for Brownian motion under a weighted sup-norm
• scientific article; zbMATH DE number 417293 (Why is no real title available?)
• Small ball probabilities for the Slepian Gaussian fields
• Metric entropy of high dimensional distributions
• Small ball probabilities for Gaussian random fields and tensor products of compact operators
• Small deviations for some multi-parameter Gaussian processes
• Kolmogorov numbers of Riemann-Liouville operators over small sets and applications to Gaussian processes
• Small ball estimates for Brownian motion and the Brownian sheet
• On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors

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