Small Ball Probabilities for Certain Gaussian Random Fields

Author:

Rozovsky Leonid V.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference16 articles.

1. Karol’, A., Nazarov, A., Nikitin, Y.: Small ball probabilities for Gaussian random fields and tensor products of compact operators. Trans. AMS 360(N3), 1443–1447 (2008)

2. Karol’, A., Nazarov, A.: Small ball probabilities for smooth Gaussian fields and tensor products of compact operators. Math. Nachr. 287, 595–609 (2014)

3. van der Vaart, A., Wellner, J.A.: Weak Convergence and Empirical Processes with Applications to Statistics, Springer Series in Statistics. Springer, New York (1986)

4. Li, W. V., Shao, Q. M.: Gaussian processes: inequalities, small ball probabilities and applications. In: Rao, C.R., Shanbhag, D. (eds.) Stochastic Processes: Theory and Methods, Handbook of Statistics, vol. 19, pp. 533–597 (2001)

5. Lifshits, M.A.: Asymptotic behavior of small ball probabilities, probability theory and mathematical statistics. In: B.Grigelionis et al. (eds.) Proceedings of the VII International Vilnius Conference (1998), VSP/TEV, pp. 453-468 (1999)

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