Log-level comparison principle for small ball probabilities

Alexander Nazarov

Statistics & Probability Letters, 2009, vol. 79, issue 4, 481-486

Abstract: We prove a new variant of comparison principle for logarithmic L2-small ball probabilities of Gaussian processes. As an application, we obtain logarithmic small ball asymptotics for some well-known processes with smooth covariances.

Date: 2009
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