This thesis discusses the small deviation problem -- also called small ball or lower tail probability problem -- for certain types of stochastic processes. In particular, weighted sequences of independent random variables in lp are considered. Furthermore, the connection between small deviations and entropy numbers in the case of Gaussian and symmetric stable processes are investigated. The results are applied to concrete sequences of random variables, random Fourier series, and stable convolutions
Let {X(t); 0[less-than-or-equals, slant]t[less-than-or-equals, slant]1} be a real-valued continuous ...
A precise link proved by J. Kuelbs and W. V. Li relates the small ball behavior of a Gaussian measur...
AbstractLet μ be a Gaussian measure on a separable Banach space. We prove a tight link between the l...
This thesis discusses the small deviation problem -- also called small ball or lower tail probabilit...
We investigate the small deviation probabilities of a class of very smooth stationary Gaussian proce...
We obtain several extensions of Talagrand's lower bound for the small deviation probability using me...
We investigate the small deviations under various norms for stable processes defined by the convolut...
The small ball probability or small deviation studies the behavior of log (x: jjxjj ") as &quo...
We study the small deviation probabilities of a family of very smooth self-similar Gaussian processe...
AbstractWe study the small deviation problem for a class of symmetric Lévy processes, namely, subord...
We establish a general lower bound for the small deviations of [alpha]-stable processes in terms of ...
Let X = (X(t))t 2 T be a symmetric {stable, 0 < < 2, process with paths in the dual E of a cert...
We examine small deviation probabilities of weighted sums of i.i.d. positive random variables whose...
We obtain some new results concerning the small deviation problem for S=[summation operator]nqnXn an...
We examine an asymptotic behavior at zero of distributions and densities of a sum of several indepe...
Let {X(t); 0[less-than-or-equals, slant]t[less-than-or-equals, slant]1} be a real-valued continuous ...
A precise link proved by J. Kuelbs and W. V. Li relates the small ball behavior of a Gaussian measur...
AbstractLet μ be a Gaussian measure on a separable Banach space. We prove a tight link between the l...
This thesis discusses the small deviation problem -- also called small ball or lower tail probabilit...
We investigate the small deviation probabilities of a class of very smooth stationary Gaussian proce...
We obtain several extensions of Talagrand's lower bound for the small deviation probability using me...
We investigate the small deviations under various norms for stable processes defined by the convolut...
The small ball probability or small deviation studies the behavior of log (x: jjxjj ") as &quo...
We study the small deviation probabilities of a family of very smooth self-similar Gaussian processe...
AbstractWe study the small deviation problem for a class of symmetric Lévy processes, namely, subord...
We establish a general lower bound for the small deviations of [alpha]-stable processes in terms of ...
Let X = (X(t))t 2 T be a symmetric {stable, 0 < < 2, process with paths in the dual E of a cert...
We examine small deviation probabilities of weighted sums of i.i.d. positive random variables whose...
We obtain some new results concerning the small deviation problem for S=[summation operator]nqnXn an...
We examine an asymptotic behavior at zero of distributions and densities of a sum of several indepe...
Let {X(t); 0[less-than-or-equals, slant]t[less-than-or-equals, slant]1} be a real-valued continuous ...
A precise link proved by J. Kuelbs and W. V. Li relates the small ball behavior of a Gaussian measur...
AbstractLet μ be a Gaussian measure on a separable Banach space. We prove a tight link between the l...
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