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Logarithmic Level Comparison for Small Deviation Probabilities

Author

Listed:
  • Fuchang Gao

    (University of Idaho)

  • Wenbo V. Li

    (University of Delaware)

Abstract

Log-level comparisons of the small deviation probabilities are studied in three different but related settings: Gaussian processes under the L2 norm, multiple sums motivated by tensor product of Gaussian processes, and various integrated fractional Brownian motions under the sup-norm.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:jotpro:v:20:y:2007:i:1:d:10.1007_s10959-006-0027-0
    DOI: 10.1007/s10959-006-0027-0
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    References listed on IDEAS

    as
    1. 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.
    2. 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.
    Full references (including those not matched with items on IDEAS)

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