✦ LIBER ✦

Small ball problem via wavelets for Gaussian processes

✍ Scribed by Yazhen Wang

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 302 KB
Volume: 32
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(96)00065-x

No coin nor oath required. For personal study only.

✦ Synopsis

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.

📜 SIMILAR VOLUMES

Metric Entropy and the Small Ball Proble

Metric Entropy and the Small Ball Problem for Gaussian Measures

✍ J. Kuelbs; W.V. Li 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 699 KB

Exact Small Ball Constants for Some Gaus

Exact Small Ball Constants for Some Gaussian Processes under theL2-Norm

✍ L. Beghin; Ya. Nikitin; E. Orsingher 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 165 KB

Exact small ball asymptotics in weighted

Exact small ball asymptotics in weightedL2-norm for some Gaussian processes

✍ A. I. Nazarov; R. S. Pusev 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 810 KB

ExactL2-Small Ball Asymptotics of Gaussi

ExactL2-Small Ball Asymptotics of Gaussian Processes and the Spectrum of Boundary-Value Problems

✍ Alexander I. Nazarov 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 592 KB

ExactL2-small ball behavior of integrate

ExactL2-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems

✍ A.I. Nazarov; Ya.Yu. Nikitin 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 238 KB

LogarithmicL2-Small Ball Asymptotics wit

LogarithmicL2-Small Ball Asymptotics with Respect to a Self-Similar Measure for Some Gaussian Processes

✍ A. I. Nazarov 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 553 KB