Small deviations of stable processes and entropy of the associated random operators

DOI10.3150/09-BEJ212zbMath1214.60019arXiv0804.1883MaRDI QIDQ605898

Frank Aurzada, Mikhail Lifshits, Werner Linde

Publication date: 15 November 2010

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.1883

zbMATH Keywords

Gaussian processmetric entropystable processsmall deviationsrandom operatorRiemann-Liouville process

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10) Stable stochastic processes (60G52)

Related Items (3)

Small ball probabilities and large deviations for grey Brownian motion ⋮ Lower bound in regression for functional data by representation of small ball probabilities ⋮ On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables

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