Let be a centered Gaussian stationary sequence satisfying some minor regularity condition. We study the asymptotic behavior of its weighted -norm small deviation probabilities. It is shown that whenever using the arguments based on the spectral theory of pseudo-differential operators by M. Birman and M. Solomyak. The constant reflects the dependence structure of in a non-trivial way, and marks the difference with the well-studied case of the i.i.d. sequences.Funding agencies: ERC grant AdG-NAMSEF; RFBR grant [16-01-00258]</p
Let $X_1,X_2,\ldots$ be a centred sequence of weakly stationary random variables with spectral measu...
This thesis deals with the study of some statical applications of dependent and stationary sequences...
Abstract. For strictly stationary random sequences satisfying the "minimal " dependence co...
Let be a centered Gaussian stationary sequence satisfying some minor regularity condition. We study ...
We study the exact small deviation asymptotics with respect to the Hilbert norm for some mixed Gauss...
We study the small deviation probabilities of a family of very smooth self-similar Gaussian processe...
We investigate the small deviation probabilities of a class of very smooth stationary Gaussian proce...
We obtain some new results concerning the small deviation problem for S=[summation operator]nqnXn an...
This thesis discusses the small deviation problem -- also called small ball or lower tail probabilit...
In this paper we present a tail inequality for the maximum of partial sums of a weakly dependent seq...
In this paper, we give estimates of the minimal ${\mathbb{L}}^1$ distance between the distribution o...
The small ball probability or small deviation studies the behavior of log (x: jjxjj ") as &quo...
AbstractLet F be a Banach space with a sufficiently smooth norm. Let (Xi)i≤n be a sequence in LF2, a...
We obtain several extensions of Talagrand's lower bound for the small deviation probability using me...
The almost sure convergence of weighted sums of φ-subgaussian m-acceptable random variables is inves...
Let $X_1,X_2,\ldots$ be a centred sequence of weakly stationary random variables with spectral measu...
This thesis deals with the study of some statical applications of dependent and stationary sequences...
Abstract. For strictly stationary random sequences satisfying the "minimal " dependence co...
Let be a centered Gaussian stationary sequence satisfying some minor regularity condition. We study ...
We study the exact small deviation asymptotics with respect to the Hilbert norm for some mixed Gauss...
We study the small deviation probabilities of a family of very smooth self-similar Gaussian processe...
We investigate the small deviation probabilities of a class of very smooth stationary Gaussian proce...
We obtain some new results concerning the small deviation problem for S=[summation operator]nqnXn an...
This thesis discusses the small deviation problem -- also called small ball or lower tail probabilit...
In this paper we present a tail inequality for the maximum of partial sums of a weakly dependent seq...
In this paper, we give estimates of the minimal ${\mathbb{L}}^1$ distance between the distribution o...
The small ball probability or small deviation studies the behavior of log (x: jjxjj ") as &quo...
AbstractLet F be a Banach space with a sufficiently smooth norm. Let (Xi)i≤n be a sequence in LF2, a...
We obtain several extensions of Talagrand's lower bound for the small deviation probability using me...
The almost sure convergence of weighted sums of φ-subgaussian m-acceptable random variables is inves...
Let $X_1,X_2,\ldots$ be a centred sequence of weakly stationary random variables with spectral measu...
This thesis deals with the study of some statical applications of dependent and stationary sequences...
Abstract. For strictly stationary random sequences satisfying the "minimal " dependence co...