IDEAS home Printed from https://ideas.repec.org/a/spr/jotpro/v17y2004i2d10.1023_bjotp.0000020705.28185.4c.html
   My bibliography  Save this article

Exact L 2 Small Balls of Gaussian Processes

Author

Listed:
  • F. Gao

    (University of Idaho)

  • J. Hannig

    (Colorado State University)

  • T.-Y. Lee

    (University of Maryland)

  • F. Torcaso

    (Johns Hopkins University)

Abstract

We prove a comparison theorem extending Li(6) and develop a complex-analytic approach to treat L 2 small ball probabilities of Gaussian processes. We demonstrate the techniques for the m-times integrated Brownian motions and in examples where one can not apply Li comparison theorem.

Suggested Citation

  • F. Gao & J. Hannig & T.-Y. Lee & F. Torcaso, 2004. "Exact L 2 Small Balls of Gaussian Processes," Journal of Theoretical Probability, Springer, vol. 17(2), pages 503-520, April.
    • Handle: RePEc:spr:jotpro:v:17:y:2004:i:2:d:10.1023_b:jotp.0000020705.28185.4c
    DOI: 10.1023/B:JOTP.0000020705.28185.4c
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1023/B:JOTP.0000020705.28185.4c
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1023/B:JOTP.0000020705.28185.4c?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Dembo, Amir & Mayer-Wolf, Eddy & Zeitouni, Ofer, 1995. "Exact behavior of Gaussian seminorms," Statistics & Probability Letters, Elsevier, vol. 23(3), pages 275-280, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Fuchang Gao & Wenbo V. Li, 2007. "Logarithmic Level Comparison for Small Deviation Probabilities," Journal of Theoretical Probability, Springer, vol. 20(1), pages 1-23, March.
    2. Fuchang Gao & Wenbo V. Li, 2006. "Logarithmic Level Comparison for Small Deviation Probabilities," Journal of Theoretical Probability, Springer, vol. 19(3), pages 535-556, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jotpro:v:17:y:2004:i:2:d:10.1023_b:jotp.0000020705.28185.4c. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.