Results 231 to 240 of about 382,423 (270)

Small ball probabilities of Gaussian fields

Probability Theory and Related Fields, 1995
Let \(X(t)\), \(t \in R^d\), \(d \geq 1\), be a real-valued Gaussian field with mean zero. Lower bounds on the small ball probability, i.e. \(P(\sup_{0 \leq t \leq 1} |X(t)|\leq x)\) for small \(x\)'s, are given for two classes of processes: Gaussian fields satisfying \(E |X(s) - X(t)|^2 \leq \sigma^2(|s - t|)\) for some nondecreasing function \(\sigma(
Shao, Q.-M., Wang, D.
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Small Ball Probabilities for a Shifted Poisson Process

Journal of Mathematical Sciences, 2003
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Deheuvels, P., Lifshits, M. A.
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Functional Quantization and Small Ball Probabilities for Gaussian Processes

Journal of Theoretical Probability, 2003
Quantization consists in studying the \(L^r\)-error induced by the approximation of a random vector \(X\) by a vector (quantized version) taking a finite number \(n\) of values. This paper investigates this problem for Gaussian random vectors in an infinite-dimensional Banach space and in particular, for Gaussian processes.
Pagès, G., Luschgy, H., Graf, S.
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Small Ball Probabilities for Certain Gaussian Random Fields

Journal of Theoretical Probability, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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About the Complexity Function in Small-ball Probability Factorization

2020
The Small-Ball Probability (SmBP) of a process valued in a semi-metric space is considered. Assume that it factorizes in two terms that play the role of a surrogate density and of a volumetric term, respectively. This work presents some recent developments concerning the study of the volumetric term that detains information about the complexity of the ...
enea bongiorno, aldo goia, philippe vieu
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Small ball probabilities for integrals of weighted Brownian motion

Statistics & Probability Letters, 2000
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dunker, T., Li, W. V., Linde, W.
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Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators

Journal of Theoretical Probability, 2002
The authors investigate the small ball problem for \(d\)-dimensional fractional Brownian sheets by functional analysis methods. For this reason they show that integration operators of Riemann-Liouville and Weyl type are very close in the sense of their approximation properties, i.e.
Belinsky, Eduard, Linde, Werner
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Gaussian processes: Inequalities, small ball probabilities and applications

2001
Publisher Summary This chapter focuses on the inequalities, small ball probabilities, and application of Gaussian processes. It is well-known that the large deviation result plays a fundamental role in studying the upper limits of Gaussian processes, such as the Strassen type law of the iterated logarithm.
Shao, Qi-Man, Li, W.V.
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