Logarithmic level comparison for small deviation probabilities

DOI10.1007/S10959-006-0027-0zbMATH Open1112.60028OpenAlexW4253472373MaRDI QIDQ5899161FDOQ5899161

Authors: Fuchang Gao, Wenbo V. Li 

Publication date: 19 April 2007

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-006-0027-0

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zbMATH Keywords

tensorGaussian processsmall deviation probability

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15)

Cites Work

• Gaussian processes: Inequalities, small ball probabilities and applications
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• Existence of small ball constants for fractional Brownian motions
• Comparison results for the lower tail of Gaussian seminorms
• Laplace transforms via {H}adamard factorization
• Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets
• Integrated Brownian motions and exact \(L_2\)-small balls
• Comparison theorems for small deviations of random series
• Exact \(L^2\) small balls of Gaussian processes
• Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
• A Gaussian correlation inequality and its applications to small ball probabilities
• Small ball probabilities of fractional Brownian sheets via fractional integration operators
• Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
• Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes
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• Title not available (Why is that?)

Cited In (7)

• Comparison for upper tail probabilities of random series
• \(L_2\)-small ball asymptotics for a family of finite-dimensional perturbations of Gaussian functions
• Small ball probabilities for Gaussian random fields and tensor products of compact operators
• Log-level comparison principle for small ball probabilities
• \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
• Logarithmic level comparison for small deviation probabilities

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