Logarithmic level comparison for small deviation probabilities

DOI10.1007/S10959-006-0027-0MaRDI QIDQ5899161zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

tensorGaussian processsmall deviation probability

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 49190 (Why is no real title available?)
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• scientific article; zbMATH DE number 3600314 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• A Gaussian correlation inequality and its applications to small ball probabilities
• Asymptotic analysis via Mellin transforms for small deviations in \(L^2\)-norm of integrated Brownian sheets
• Comparison results for the lower tail of Gaussian seminorms
• Comparison theorems for small deviations of random series
• Exact L^2 small balls of Gaussian processes
• Exact L₂-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
• Existence of small ball constants for fractional Brownian motions
• Gaussian processes: Inequalities, small ball probabilities and applications
• Integrated Brownian motions and exact \(L_2\)-small balls
• Laplace transforms via {H}adamard factorization
• Logarithmic L2-Small Ball Asymptotics for some Fractional Gaussian Processes
• Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
• Small ball probabilities of fractional Brownian sheets via fractional integration operators

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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