Probability estimates for multiparameter Brownian processes
From MaRDI portal
Publication:1103265
DOI10.1214/aop/1176991899zbMath0645.60044OpenAlexW2035721996MaRDI QIDQ1103265
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991899
Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Brownian motion (60J65) Large deviations (60F10)
Related Items
Small ball probabilities of Gaussian fields ⋮ Small ball problem via wavelets for Gaussian processes ⋮ Rates of clustering for some Gaussian self-similar processes ⋮ Metric entropy of integration operators and small ball probabilites for the Brownian sheet ⋮ Comparison results for the lower tail of Gaussian seminorms ⋮ Accessing the power of tests based on set-indexed partial sums of multivariate regression residuals ⋮ On the entropy numbers of the mixed smoothness function classes ⋮ Identifying nonlinear covariate effects in semimartingale regression models ⋮ Estimates of entropy numbers and Gaussian measures for classes of functions with bounded mixed derivative ⋮ Small ball probabilities and a support theorem for the stochastic heat equation ⋮ On the asymptotic distributions of weighted uniform mulitivariate empirical processes ⋮ Limit laws for local times of the Brownian sheet ⋮ Small ball probabilities for the Slepian Gaussian fields
