Small ball probabilities for integrals of weighted Brownian motion

DOI10.1016/S0167-7152(99)00098-XzbMath0986.60029MaRDI QIDQ1970809

Werner Linde, Wenbo V. Li, Thomas Dunker

Publication date: 20 January 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

integrated Brownian motionsmall ball probabilities

Mathematics Subject Classification ID

Brownian motion (60J65) Limit theorems in probability theory (60F99)

Cites Work

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• New Gaussian estimates for enlarged balls
• Metric entropy and the small ball problem for Gaussian measures
• Approximation, metric entropy and small ball estimates for Gaussian measures
• Small ball estimates for Brownian motion under a weighted sup-norm
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• Small Deviations in a Space of Trajectories
• Chung’s law for integrated Brownian motion

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