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

页码：577 / 581

页数：5

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