Small deviations for stable processes via compactness properties of the parameter set

被引：2
|
作者：
Aurzada, Frank [1 ]
机构：
[1] Tech Univ Berlin, Inst Math, D-10623 Berlin, Germany
来源：
STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 06期
关键词：
Gaussian processes; linear fractional stable motion; metric entropy; self-similar processes; small deviation; stable processes;
D O I：
10.1016/j.spl.2007.09.018
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We establish a general lower bound for the small deviations of a-stable processes in terms of the metric entropy behaviour w.r.t. the Dudley metric. This generalises work by Talagrand [ 1993. New Gaussian estimates for enlarged balls. Gcom. Funct. Anal. 3, 502-526] for Gaussian processes and yields new bounds for stable self-similar processes. (c) 2007 Elsevier B.V. All rights reserved.
引用
收藏
页码：577 / 581
页数：5
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