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Small ball probabilities of Gaussian fields
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  • Published: December 1995

Small ball probabilities of Gaussian fields

  • Q. -M. Shao1 &
  • D. Wang1 

Probability Theory and Related Fields volume 102, pages 511–517 (1995)Cite this article

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Summary

Lower bounds on the small ball probability are given for Brownian sheet type Gaussian fields as well as for general Gaussian fields with stationary increments in ℝd. In particular, a sharp bound is found for the fractional Lévy Brownian fields.

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Author information

Authors and Affiliations

  1. Department of Mathematics, National University of Singapore, 0511, Singapore, Singapore

    Q. -M. Shao & D. Wang

Authors
  1. Q. -M. Shao
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  2. D. Wang
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Additional information

The research is partly supported by a National University of Singapore's Research Project

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Cite this article

Shao, Q.M., Wang, D. Small ball probabilities of Gaussian fields. Probab. Th. Rel. Fields 102, 511–517 (1995). https://doi.org/10.1007/BF01198847

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  • Received: 06 May 1994

  • Revised: 13 February 1995

  • Issue Date: December 1995

  • DOI: https://doi.org/10.1007/BF01198847

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Mathematics Subject Classification (1991)

  • 60G15
  • 60G18
  • 60F15
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