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Small ball probabilities for the Slepian Gaussian fields
Authors:Fuchang Gao   Wenbo V. Li
Affiliation:Department of Mathematics, University of Idaho, Moscow, Idaho 83844 ; Department of Mathematical Sciences, University of Delaware, Newark, Delaware 19716
Abstract:The $ d$-dimensional Slepian Gaussian random field $ {S({mathbf{t}}), {mathbf{t}} in mathbb{R}_+^d}$ is a mean zero Gaussian process with covariance function $ mathbb{E} S({mathbf{s}})S({mathbf{t}})= prod_{i=1}^d max (0, a_i-leftvert s_i-t_irightvert )$ for $ a_i>0$ and $ {mathbf{t}}=(t_1, cdots, t_d) in mathbb{R}_+^d$. Small ball probabilities for $ S({mathbf{t}})$ are obtained under the $ L_2$-norm on $ [0,1]^d$, and under the sup-norm on $ [0,1]^2$ which implies Talagrand's result for the Brownian sheet. The method of proof for the sup-norm case is purely probabilistic and analytic, and thus avoids ingenious combinatoric arguments of using decreasing mathematical induction. In particular, Riesz product techniques are new ingredients in our arguments.

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