• 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