Small ball estimates for Gaussian processes under Sobolev type norms

Authors
Li, WBV Shao, QM
Citation
Wbv. Li et Qm. Shao, Small ball estimates for Gaussian processes under Sobolev type norms, J THEOR PR, 12(3), 1999, pp. 699-720
Citations number
26
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840 → ACNP
Volume
12
Issue
3
Year of publication
1999
Pages
699 - 720
Database
ISI
SICI code
0894-9840(199907)12:3<699:SBEFGP>2.0.ZU;2-Y
Abstract
A sharp small ball estimate under Sobolev type norms is obtained for certai n Gaussian processes in general and for fractional Brownian motions in part icular. New method using the techniques in large deviation theory is develo ped for small ball estimates. As an application the Chung's LIL for fractio nal Brownian motions is given in this setting.