On Small deviations of Gaussian processes using majorizing measures

Details On Small deviations of Gaussian processes using majorizing measures On Small deviations of Gaussian processes using majorizing measures

2010-12-16

arxiv.org/abs/1012.3614v1

Mathematics

Probability

Scientific paper

We give two examples of periodic Gaussian processes, having entropy numbers of exactly same order but radically different small deviations. Our construction is based on classical Knopp's result yielding of existence of continuous nowhere differentiable functions, and more precisely on Loud's functions. We also obtain a general lower bound for small deviations using the majorizing measure method. We show on examples that our bound is sharp. We also apply it to Gaussian independent sequences and to the generic class of ultrametric Gaussian processes. 60F15, 60G50 ; Secondary: 60F05

Affiliated with

Also associated with

No associations

Rating

On Small deviations of Gaussian processes using majorizing measures 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 On Small deviations of Gaussian processes using majorizing measures, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On Small deviations of Gaussian processes using majorizing measures will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-219359