Small Deviation Probability via Chaining

Details Small Deviation Probability via Chaining Small Deviation Probability via Chaining

2007-06-19

arxiv.org/abs/0706.2720v2

Stochastic Processes and their Applications 118 (2008) 2344-2368

Mathematics

Probability

to appear in: Stochastic Processes and Their Applications

Scientific paper

10.1016/j.spa.2008.01.005

We obtain several extensions of Talagrand's lower bound for the small deviation probability using metric entropy. For Gaussian processes, our investigations are focused on processes with sub-polynomial and, respectively, exponential behaviour of covering numbers. The corresponding results are also proved for non-Gaussian symmetric stable processes, both for the cases of critically small and critically large entropy. The results extensively use the classical chaining technique; at the same time they are meant to explore the limits of this method.

Affiliated with

Also associated with

No associations

Rating

Small Deviation Probability via Chaining does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Small Deviation Probability via Chaining, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Small Deviation Probability via Chaining will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-281273