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Small ball probabilities of Gaussian fields
Authors:Q. -M. Shao  D. Wang
Affiliation:(1) Department of Mathematics, National University of Singapore, 0511 Singapore, Singapore
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 Ropfd. 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
Keywords:60G15  60G18  60F15
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