Lower tail probabilities for Gaussian processes
نویسندگان
چکیده
منابع مشابه
Lower Tail Probabilities for Gaussian Processes
Let X = (Xt )t∈S be a real-valued Gaussian random process indexed by S with mean zero. General upper and lower estimates are given for the lower tail probability P(supt∈S(Xt − Xt0) ≤ x) as x → 0, with t0 ∈ S fixed. In particular, sharp rates are given for fractional Brownian sheet. Furthermore, connections between lower tail probabilities for Gaussian processes with stationary increments and le...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2004
ISSN: 0091-1798
DOI: 10.1214/aop/1078415834