Small ball probabilities of Gaussian fields |
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Authors: | Q. -M. Shao D. Wang |
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Affiliation: | (1) Department of Mathematics, National University of Singapore, 0511 Singapore, Singapore |
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Abstract: | Summary 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 d. In particular, a sharp bound is found for the fractional Lévy Brownian fields.The research is partly supported by a National University of Singapore's Research Project |
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Keywords: | 60G15 60G18 60F15 |
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