Small Deviations for Some Multi-Parameter Gaussian Processes
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DOI: 10.1023/A:1007833401562
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References listed on IDEAS
- Thomas Dunker, 2000. "Estimates for the Small Ball Probabilities of the Fractional Brownian Sheet," Journal of Theoretical Probability, Springer, vol. 13(2), pages 357-382, April.
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Cited by:
- S. Dereich & F. Fehringer & A. Matoussi & M. Scheutzow, 2003. "On the Link Between Small Ball Probabilities and the Quantization Problem for Gaussian Measures on Banach Spaces," Journal of Theoretical Probability, Springer, vol. 16(1), pages 249-265, January.
- Eduard Belinsky & Werner Linde, 2002. "Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators," Journal of Theoretical Probability, Springer, vol. 15(3), pages 589-612, July.
- Alexandre Richard, 2017. "Some Singular Sample Path Properties of a Multiparameter Fractional Brownian Motion," Journal of Theoretical Probability, Springer, vol. 30(4), pages 1285-1309, December.
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- S. Dereich & F. Fehringer & A. Matoussi & M. Scheutzow, 2003. "On the Link Between Small Ball Probabilities and the Quantization Problem for Gaussian Measures on Banach Spaces," Journal of Theoretical Probability, Springer, vol. 16(1), pages 249-265, January.
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Keywords
Gaussian random field; fractional Brownian sheet; small ball probability; Hausdorff dimension; exceptional set; random fractal;All these keywords.
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