Estimates for the Small Ball Probabilities of the Fractional Brownian Sheet

Thomas Dunker ()
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Thomas Dunker: Friedrich Schiller Universität

Journal of Theoretical Probability, 2000, vol. 13, issue 2, 357-382

Abstract: Abstract We obtain some new estimates for the small ball behavior of the d-dimensional fractional Brownian sheet under Hölder and Orlicz norms. For d=2, these bounds are sharp for the Orlicz and the sup-norm. In addition, we give bounds for the Kolmogorov and entropy numbers of some operators satisfying an L 2-Hölder-type condition.

Keywords: Gaussian field; small ball probabilities (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (3)

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DOI: 10.1023/A:1007897525164

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