Estimates for the Small Ball Probabilities of the Fractional Brownian Sheet |
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| Authors: | Thomas Dunker |
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| Institution: | (1) Institut für Stochastik, Friedrich Schiller Universität, Ernst Abbe Platz 1–4, 07743 Jena, Germany |
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| Abstract: | We obtain some new estimates for the small ball behavior of the d-dimensional fractional Brownian sheet under Hölder and Orlicz norms. For d=2, these bounds are sharp for the Orlicz and the sup-norm. In addition, we give bounds for the Kolmogorov and entropy numbers of some operators satisfying an L
2-Hölder-type condition. |
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| Keywords: | Gaussian field small ball probabilities |
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