Small deviations for stable processes via compactness properties of the parameter set

DOI10.1016/j.spl.2007.09.018zbMath1136.60328OpenAlexW2145525510MaRDI QIDQ2483426

Frank Aurzada

Publication date: 28 April 2008

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

Full work available at URL: https://doi.org/10.1016/j.spl.2007.09.018

zbMATH Keywords

Gaussian processesself-similar processesstable processesmetric entropysmall deviationlinear fractional stable motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Related Items (1)

Small deviation probability via chaining

Cites Work

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• New Gaussian estimates for enlarged balls
• Metric entropy and the small ball problem for Gaussian measures
• Lower tails of self-similar stable processes
• Approximation, metric entropy and small ball estimates for Gaussian measures
• Small deviations of stable processes via metric entropy
• On the lower tail probabilities of some random sequences in \(l_{ p }\)
• Small deviations for fractional stable processes
• Small deviation probability via chaining

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