Small deviations of weighted fractional processes and average non–linear approximation

DOI10.1090/S0002-9947-04-03725-0zbMath1068.60054OpenAlexW1711759073MaRDI QIDQ4654098

Werner Linde, Mikhail Lifshits

Publication date: 1 March 2005

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-04-03725-0

zbMATH Keywords

fractional Brownian motionentropy numbersfractional integration operators

Mathematics Subject Classification ID

Gaussian processes (60G15) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Riesz operators; eigenvalue distributions; approximation numbers, (s)-numbers, Kolmogorov numbers, entropy numbers, etc. of operators (47B06) Integral operators (47G10)

Related Items (4)

‐SMALL DEVIATIONS FOR WEIGHTED STATIONARY PROCESSES ⋮ The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains ⋮ On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables ⋮ The First Exit Time of Fractional Brownian Motion from a Parabolic Domain

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