AbstractWe establish a precise link between the small ball problem for a Gaussian measure μ on a separable Banach space and the metric entropy of the unit ball of the Hubert space Hμ generating μ. This link allows us to compute small ball probabilities from metric entropy results, and vice versa
Investigating the entropy distance between the Wiener measure,Wt0,τ, and stationary Gaussian measure...
. For a (compact) subset K of a metric space and " ? 0, the covering number N(K; ") is def...
Let Td: L2([0, 1]d) C([0, 1]d) be the d-dimensional integration operator. We show that its Kolmogo...
A precise link proved by J. Kuelbs and W. V. Li relates the small ball behavior of a Gaussian measur...
AbstractThe paper contains estimates for the entropy numbers of classes of functions with conditions...
Let m be a centered Gaussian measure on a separable Banach space E and N a positive integer. We stud...
We establish a general lower bound for the small deviations of [alpha]-stable processes in terms of ...
Metric entropy of the class of probability distribution functions on [0, 1] with a k-monotone densit...
AbstractLet Td:L2([0, 1]d)→C([0, 1]d) be the d-dimensional integration operator. We show that its Ko...
We obtain several extensions of Talagrand's lower bound for the small deviation probability using me...
AbstractLet μ be a Gaussian measure on a separable Banach space. We prove a tight link between the l...
Let X = (X(t))t 2 T be a symmetric {stable, 0 < < 2, process with paths in the dual E of a cert...
AbstractLet U denote the unit ball of the Cameron–Martin space of a Gaussian measure on a Hilbert sp...
In this paper we discuss the construction of differential metrics in probability spaces through entr...
The metric entropy of a set is a measure of its size in terms of the minimal number of sets of diame...
Investigating the entropy distance between the Wiener measure,Wt0,τ, and stationary Gaussian measure...
. For a (compact) subset K of a metric space and " ? 0, the covering number N(K; ") is def...
Let Td: L2([0, 1]d) C([0, 1]d) be the d-dimensional integration operator. We show that its Kolmogo...
A precise link proved by J. Kuelbs and W. V. Li relates the small ball behavior of a Gaussian measur...
AbstractThe paper contains estimates for the entropy numbers of classes of functions with conditions...
Let m be a centered Gaussian measure on a separable Banach space E and N a positive integer. We stud...
We establish a general lower bound for the small deviations of [alpha]-stable processes in terms of ...
Metric entropy of the class of probability distribution functions on [0, 1] with a k-monotone densit...
AbstractLet Td:L2([0, 1]d)→C([0, 1]d) be the d-dimensional integration operator. We show that its Ko...
We obtain several extensions of Talagrand's lower bound for the small deviation probability using me...
AbstractLet μ be a Gaussian measure on a separable Banach space. We prove a tight link between the l...
Let X = (X(t))t 2 T be a symmetric {stable, 0 < < 2, process with paths in the dual E of a cert...
AbstractLet U denote the unit ball of the Cameron–Martin space of a Gaussian measure on a Hilbert sp...
In this paper we discuss the construction of differential metrics in probability spaces through entr...
The metric entropy of a set is a measure of its size in terms of the minimal number of sets of diame...
Investigating the entropy distance between the Wiener measure,Wt0,τ, and stationary Gaussian measure...
. For a (compact) subset K of a metric space and " ? 0, the covering number N(K; ") is def...
Let Td: L2([0, 1]d) C([0, 1]d) be the d-dimensional integration operator. We show that its Kolmogo...