Logarithmic Level Comparison for Small Deviation Probabilities

Fuchang Gao () and Wenbo V. Li ()
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Fuchang Gao: University of Idaho
Wenbo V. Li: University of Delaware

Journal of Theoretical Probability, 2007, vol. 20, issue 1, 1-23

Abstract: Log-level comparisons of the small deviation probabilities are studied in three different but related settings: Gaussian processes under the L2 norm, multiple sums motivated by tensor product of Gaussian processes, and various integrated fractional Brownian motions under the sup-norm.

Keywords: Small deviation probability; Gaussian process; tensor; 60G15; 60G10 (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10959-006-0027-0

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