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Logarithmic Level Comparison for Small Deviation Probabilities

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Log-level comparisons of the small deviation probabilities are studied in three different but related settings: Gaussian processes under the L 2 norm, multiple sums motivated by tensor product of Gaussian processes, and various integrated fractional Brownian motions under the sup-norm.

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Authors and Affiliations

  1. Department of Mathematics, University of Idaho, Moscow, ID, 83844-1103, USA

    Fuchang Gao

  2. Department of Mathematical Sciences, University of Delaware, Delaware, USA

    Wenbo V. Li

Authors
  1. Fuchang Gao
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  2. Wenbo V. Li
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Correspondence to Wenbo V. Li.

Additional information

Fuchang Gao: Research partially supported by NSF grant EPS-0132626 and DMS-0405855.

Wenbo V. Li: Supported in part by NSF Grant DMS-0505805.

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Gao, F., Li, W.V. Logarithmic Level Comparison for Small Deviation Probabilities. J Theor Probab 19, 535–556 (2006). https://doi.org/10.1007/s10959-006-0026-1

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  • DOI: https://doi.org/10.1007/s10959-006-0026-1

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