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Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators

✍ Scribed by Eduard Belinsky; Werner Linde

Book ID
110346758
Publisher
Springer US
Year
2002
Tongue
English
Weight
158 KB
Volume
15
Category
Article
ISSN
0894-9840

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πŸ“œ SIMILAR VOLUMES

Metric Entropy of Integration Operators
Metric Entropy of Integration Operators and Small Ball Probabilities for the Brownian Sheet
✍ T Dunker; W Linde; T KΓΌhn; M.A Lifshits πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 146 KB

Let T d : L 2 ([0, 1] d ) Γ„ C([0, 1] d ) be the d-dimensional integration operator. We show that its Kolmogorov and entropy numbers decrease with order at least k &1 (log k) d&1Γ‚2 . From this we derive that the small ball probabilities of the Brownian sheet on [0, 1] d under the C([0, 1] d )-norm ca