Small deviations of stable processes via metric entropy
A stable process is regarded as a random variable with values in a dual Banach space endowed with the weak-*-topology. The aim is to compare the degree of compactness of the operator generating the process in a canonical way. In Section 1 (Introduction) the stage for the analysis is erected. The headings of the following sections may give some impression on the rich contents of the paper: Integral representation of \(L_\alpha\)-valued operators, Entropy estimates for \(L_\alpha\)-valued operators, Small ball estimates of stable measures, Examples and applications.
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- scientific article; zbMATH DE number 5243846
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- scientific article; zbMATH DE number 5243846 (Why is no real title available?)
- Small deviations of stable processes and entropy of the associated random operators
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