Small deviations of stable processes via metric entropy

DOI10.1023/B:JOTP.0000020484.26184.c4zbMath1057.60047OpenAlexW2089887897MaRDI QIDQ1827471

Wenbo V. Li, Werner Linde

Publication date: 6 August 2004

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:jotp.0000020484.26184.c4

zbMATH Keywords

stable processesmetric entropysmall deviationdegree of compactness

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52) Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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