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Functional Quantization and Small Ball Probabilities for Gaussian Processes

✍ Scribed by Siegfried Graf; Harald Luschgy; Gilles Pagès


Book ID
111595839
Publisher
Springer US
Year
2003
Tongue
English
Weight
310 KB
Volume
16
Category
Article
ISSN
0894-9840

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📜 SIMILAR VOLUMES


Small ball problem via wavelets for Gaus
✍ Yazhen Wang 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 302 KB

The recently developed theory of wavelets is used to estimate small ball probability for a class of Gaussian processes including d-dimensional fractional Brownian motion.