Small ball probabilities for stable convolutions
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Publication:5429607
DOI10.1051/ps:2007022zbMath1184.60010OpenAlexW2139246899MaRDI QIDQ5429607
Publication date: 30 November 2007
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=PS_2007__11__327_0
waveletsentropy numbersstochastic convolutionsfractional Ornstein-Uhlenbeck processessmall ball probabilitiesriemann-liouville processes
Gaussian processes (60G15) Generalized stochastic processes (60G20) Stable stochastic processes (60G52) Limit theorems in probability theory (60F99)
Related Items (4)
Small ball properties and representation results ⋮ Small deviations of stable processes and entropy of the associated random operators ⋮ Small ball probabilities and large deviations for grey Brownian motion ⋮ Functional limit theorems for renewal shot noise processes with increasing response functions
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