Small deviations of weighted fractional processes and average non–linear approximation
نویسندگان
چکیده
منابع مشابه
Small Deviations of Weighted Fractional Processes and Average Non–linear Approximation
We investigate the small deviation problem for weighted fractional Brownian motions in Lq–norm, 1 ≤ q ≤ ∞. Let BH be a fractional Brownian motion with Hurst index 0 < H < 1. If 1/r := H + 1/q, then our main result asserts lim ε→0 ε log P (∥∥∥ρBH∥∥∥ Lq(0,∞) < ε ) = −c(H, q) · ‖ρ‖ Lr(0,∞) , provided the weight function ρ satisfies a condition slightly stronger than the r– integrability. Thus we e...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 2004
ISSN: 0002-9947,1088-6850
DOI: 10.1090/s0002-9947-04-03725-0