Small Deviations of Stable Processes via Metric Entropy
详细信息    查看全文
  • 作者：Wenbo V. Li and Werner Linde
  • 关键词：Stable processes ; small deviation ; metric entropy
  • 刊名：Journal of Theoretical Probability
  • 出版年：2004
  • 出版时间：January, 2004
  • 年：2004
  • 卷：17
  • 期：1
  • 页码：261-284
  • 全文大小：178.7 KB
  • 刊物类别：Mathematics and Statistics
  • 刊物主题：Mathematics
    Probability Theory and Stochastic Processes
    Statistics
  • 出版者：Springer Netherlands
  • ISSN：1572-9230
文摘
Let X=(X(t))tf(e) = - log\mathbbP(|| X ||E* < e)\phi (\varepsilon ) = - \log \mathbb{P}(\left\| X \right\|_{E^* } as 0. In particular, we prove that a lower bound for the metric entropy of u implies a lower bound for () under an additional assumption on E. As applications we obtain upper small deviation estimates for weighted -stable Levy motions, linear fractional -stable motions and d-dimensional -stable sheets. Our results rest upon an integral representation of L-valued operators as well as on small deviation results for Gaussian processes due to Kuelbs and Li and to the authors.
NGLC 2004-2010.National Geological Library of China All Rights Reserved.
Add:29 Xueyuan Rd,Haidian District,Beijing,PRC. Mail Add: 8324 mailbox 100083
For exchange or info please contact us via email.