scientific article; zbMATH DE number 782652
From MaRDI portal
Publication:4841584
zbMath0832.60002MaRDI QIDQ4841584
Publication date: 8 August 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gaussian processesisoperimetric inequalitiesfunctional laws of the iterated logarithmlarge deviationsmetric entropyGaussian random functionsSlepian inequalitysmall deviations problem
Sums of independent random variables; random walks (60G50) Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (only showing first 100 items - show all)
Lévy area of Wiener processes in Banach spaces ⋮ Asymptotic behaviour of Gaussian processes with integral representation. ⋮ Continuous integral kernels for unbounded Schrödinger semigroups and their spectral projections ⋮ A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions ⋮ Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type ⋮ The influence of a log-type small ball factor in the study of the lower classes ⋮ Probability and statistics. Part 6. Transl. from the Russian ⋮ Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval ⋮ The product of octahedra is badly approximated in the \(\ell_{2,1}\)-metric ⋮ Random walks and branching processes in correlated Gaussian environment ⋮ Functional limit theorems for multiparameter fractional Brownian motion ⋮ Lower bounds for risk functions in nonparametric estimation problems ⋮ Discrete analytic functions, structured matrices and a new family of moment problems ⋮ Upper functions for positive random functionals. I: General setting and Gaussian random functions ⋮ On small deviations of stationary Gaussian processes and related analytic inequalities ⋮ Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure ⋮ Asymptotic behaviour of mean uniform norms for sequences of Gaussian processes and fields ⋮ Extremes of multidimensional Gaussian processes ⋮ Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions ⋮ On the equivalence of probability spaces ⋮ The Borell-Ehrhard game ⋮ Survival exponents for some Gaussian processes ⋮ Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\) ⋮ Beyond Haar and Cameron-Martin: the Steinhaus support ⋮ Wave equation with a coloured stable noise ⋮ The first exit time of a Brownian motion from an unbounded convex domain ⋮ Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context ⋮ Self-intersection local times for Gaussian processes in the plane ⋮ Adaptive nonparametric Bayesian inference using location-scale mixture priors ⋮ Quantifying identifiability in independent component analysis ⋮ Partial stochastic dominance for the multivariate Gaussian distribution ⋮ Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions ⋮ Stationary increments harmonizable stable fields: upper estimates on path behaviour ⋮ Lower bound for the oracle projection posterior convergence rate ⋮ Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function ⋮ Lower bound in regression for functional data by representation of small ball probabilities ⋮ Multifractal analysis of Lévy fields ⋮ A class of Gaussian processes with fractional spectral measures ⋮ Adaptive estimation in the single-index model via oracle approach ⋮ Approximation of stationary solutions of Gaussian driven stochastic differential equations ⋮ Metric entropy of integration operators and small ball probabilites for the Brownian sheet ⋮ On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes ⋮ Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval ⋮ On the density of the supremum of the solution to the linear stochastic heat equation ⋮ Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in \((0,1/2)\) ⋮ Spacings-ratio empirical processes ⋮ Quadratic covariation estimates in non-smooth stochastic calculus ⋮ Aggregation in a one-dimensional stochastic gas model with finite polynomial moments of particle speeds ⋮ On Haar expansion of Riemann-Liouville process in a critical case ⋮ The Weizsäcker phenomenon and a canonical definition of Gaussian Lebesgue-Rokhlin measures ⋮ Some new normal comparison inequalities related to Gordon's inequality ⋮ Local times of self-intersection ⋮ Level-crossing intensity for the density of the image of Lebesgue measure under the action of a Brownian stochastic flow ⋮ On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors ⋮ \(L_1\)-penalization in functional linear regression with subgaussian design ⋮ Propagation of singularities in the semi-fractional Brownian sheet ⋮ Approximation of additive random fields based on standard information: average case and probabilistic settings ⋮ Small ball probabilities, metric entropy and Gaussian rough paths ⋮ Reproducing kernels and choices of associated feature spaces, in the form of \(L^2\)-spaces ⋮ Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind ⋮ Fast sampling of parameterised Gaussian random fields ⋮ Adaptive approximation of the minimum of Brownian motion ⋮ A concentration inequality for a Gaussian process indexed by matrices ⋮ Persistence probabilities for stationary increment processes ⋮ Densities of distributions of homogeneous functions of Gaussian random vectors ⋮ Unilateral small deviations of processes related to the fractional Brownian motion ⋮ On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions ⋮ Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities ⋮ Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence ⋮ Linear amplifier breakdown and concentration properties of a Gaussian field given that its \(L^{2}\)-norm is large ⋮ Boundary non-crossings of Brownian pillow ⋮ Conditional limit theorems for queues with Gaussian input, a weak convergence approach ⋮ Randomized isomorphic Dvoretzky theorem ⋮ Rough paths analysis of general Banach space-valued Wiener processes ⋮ Reduced-load equivalence for Gaussian processes ⋮ On the characteristics of a class of Gaussian processes within the white noise space setting ⋮ Hybrid Monte Carlo on Hilbert spaces ⋮ Breaking the curse for uniform approximation in Hilbert spaces via Monte Carlo methods ⋮ Kernel regression estimation in a Banach space ⋮ Functional integrals for the Bogoliubov Gaussian measure: exact asymptotic forms ⋮ A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables ⋮ Energy of taut strings accompanying Wiener process ⋮ Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process ⋮ On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables ⋮ Small deviation probability via chaining ⋮ Approximation of supremum of max-stable stationary processes \& Pickands constants ⋮ Gaussian approximation of the empirical process under random entropy conditions ⋮ Measures on topological spaces ⋮ On an exponential functional for Gaussian processes and its geometric foundations ⋮ Interpolation, correlation identities, and inequalities for infinitely divisible variables ⋮ Transient characteristics of Gaussian queues ⋮ Breaking a chain of interacting Brownian particles ⋮ Maximum likelihood estimation for Gaussian processes under inequality constraints ⋮ On the functional law of the iterated logarithm for partially observed sums of random variables ⋮ On the supremum of some random Dirichlet polynomials ⋮ Exact small ball constants for some Gaussian processes under the \(L^2\)-norm ⋮ Random fractals generated by oscillations of the uniform empirical process ⋮ Rate of convergence for discretization of integrals with respect to fractional Brownian motion ⋮ Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations ⋮ Tail behavior of anisotropic norms for Gaussian random fields
This page was built for publication: