Small deviations of stable processes via metric entropy

DOI10.1023/B:JOTP.0000020484.26184.C4MaRDI QIDQ1827471zbMATH OpenOpenAlexFDO

Authors Wenbo V. Li, Werner Linde

Publication date 6 August 2004

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

Full work available at URL https://doi.org/10.1023/b:jotp.0000020484.26184.c4

zbMATH Keywords

metric entropystable processessmall deviationdegree of compactness

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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