Logarithmic Level Comparison for Small Deviation Probabilities |
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| Authors: | Fuchang Gao Wenbo V. Li |
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| Affiliation: | (1) Department of Mathematics, University of Idaho, Moscow, ID 83844-1103, USA;(2) Department of Mathematical Sciences, University of Delaware, Delaware, USA |
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| Abstract: | Log-level comparisons of the small deviation probabilities are studied in three different but related settings: Gaussian processes under the L 2 norm, multiple sums motivated by tensor product of Gaussian processes, and various integrated fractional Brownian motions under the sup-norm. Wenbo V. Li: Supported in part by NSF Grant DMS-0505805. |
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| Keywords: | Small deviation probability Gaussian process tensor |
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