Log-Level Comparison Principle for Small Ball Probabilities
Probability
2008-05-14 v1
Abstract
We prove a new variant of comparison principle for logarithmic -small ball probabilities of Gaussian processes. As an application, we obtain logarithmic small ball asymptotics for some well-known processes with smooth covariances.
Cite
@article{arxiv.0805.1773,
title = {Log-Level Comparison Principle for Small Ball Probabilities},
author = {A. I. Nazarov},
journal= {arXiv preprint arXiv:0805.1773},
year = {2008}
}