Title of article
Estimates for the Small Ball Probabilities of the Fractional Brownian Sheet
Author/Authors
Thomas Dunker، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
-356
From page
357
To page
0
Abstract
We obtain some new estimates for the small ball behavior of the d-dimensional fractional Brownian sheet under Holder 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-Holder-type condition.
Keywords
Kolmogorov , Gaussian field , small ball probabilities
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Serial Year
2000
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Record number
108252
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