A note on small ball probability of a Gaussian process with stationary increments

Please use this identifier to cite or link to this item: https://doi.org/10.1007/BF01066719

DC Field	Value
dc.title	A note on small ball probability of a Gaussian process with stationary increments
dc.contributor.author	Shao, Q.-M.
dc.date.accessioned	2014-10-28T02:28:51Z
dc.date.available	2014-10-28T02:28:51Z
dc.date.issued	1993-07
dc.identifier.citation	Shao, Q.-M. (1993-07). A note on small ball probability of a Gaussian process with stationary increments. Journal of Theoretical Probability 6 (3) : 595-602. ScholarBank@NUS Repository. <a href="https://doi.org/10.1007/BF01066719" target="_blank">https://doi.org/10.1007/BF01066719</a>
dc.identifier.issn	08949840
dc.identifier.uri	http://scholarbank.nus.edu.sg/handle/10635/102711
dc.description.abstract	Let {X(t), 0≤t≤1} be a Gaussian process with mean zero and stationary increments. Let σ2(h) =EX2(h) be nondecreasing and concave on (0,1). A sharp bound on the small ball probability of X(·) is given in this paper. © 1993 Plenum Publishing Corporation.
dc.description.uri	http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1007/BF01066719
dc.source	Scopus
dc.subject	fractional Wiener process
dc.subject	Gaussian process
dc.subject	Small ball probability
dc.type	Article
dc.contributor.department	MATHEMATICS
dc.description.doi	10.1007/BF01066719
dc.description.sourcetitle	Journal of Theoretical Probability
dc.description.volume	6
dc.description.issue	3
dc.description.page	595-602
dc.identifier.isiut	NOT_IN_WOS
Appears in Collections:	Staff Publications

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