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Small ball problem via wavelets for Gaussian processes

โœ Scribed by Yazhen Wang


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
302 KB
Volume
32
Category
Article
ISSN
0167-7152

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โœฆ 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.


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