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https://doi.org/10.1007/BF01198847
| Title: | Small ball probabilities of Gaussian fields | Authors: | Shao, Q.-M. Wang, D. |
Keywords: | Mathematics Subject Classification (1991): 60G15, 60G18, 60F15 | Issue Date: | Dec-1995 | Citation: | Shao, Q.-M., Wang, D. (1995-12). Small ball probabilities of Gaussian fields. Probability Theory and Related Fields 102 (4) : 511-517. ScholarBank@NUS Repository. https://doi.org/10.1007/BF01198847 | Abstract: | Lower bounds on the small ball probability are given for Brownian sheet type Gaussian fields as well as for general Gaussian fields with stationary increments in ℝd. In particular, a sharp bound is found for the fractional Lévy Brownian fields. © 1995 Springer-Verlag. | Source Title: | Probability Theory and Related Fields | URI: | http://scholarbank.nus.edu.sg/handle/10635/104134 | ISSN: | 01788051 | DOI: | 10.1007/BF01198847 |
| Appears in Collections: | Staff Publications |
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