Log-Level Comparison Principle for Small Ball Probabilities

Details Log-Level Comparison Principle for Small Ball Probabilities Log-Level Comparison Principle for Small Ball Probabilities

2008-05-13

arxiv.org/abs/0805.1773v1

Mathematics

Probability

Scientific paper

We prove a new variant of comparison principle for logarithmic $L_2$-small
ball probabilities of Gaussian processes. As an application, we obtain
logarithmic small ball asymptotics for some well-known processes with smooth
covariances.

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