Log-level Comparison Principle for Small Ball Probabilities
نویسنده
چکیده
(if μ is the Lebesgue measure, the index μ will be omitted). The problem is to define the behavior of P{||X||μ ≤ ε} as ε → 0. The study of small deviation problem was initiated by Sytaya [S] and continued by many authors. The history of the problem in 20th century is described in reviews by Lifshits [Lf2] and by Li and Shao [LS]. Latest results can be found in [Lf3]. According to the well-known Karhunen-Loève expansion, we have in distribution
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