An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion
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Publication:2113277
DOI10.1214/22-ECP459zbMath1490.60069arXiv2111.07210OpenAlexW4200633035MaRDI QIDQ2113277
Publication date: 11 March 2022
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.07210
Chung's law of the iterated logarithmsmall ball problemKolmogorov diffusionsmall deviation principle
Gaussian processes (60G15) Strong limit theorems (60F15) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)
Cites Work
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