Log-level Comparison for Small Deviation Probabilities
نویسندگان
چکیده
Log-level comparisons of the small deviation probabilities are studied in three different but related settings: Gaussian processes under the L2 norm, multiple sums motivated by tensor product of Gaussian processes, and various integrated fractional Brownian motions under the sup-norm. ∗Department of Mathematics, University of Idaho, Moscow, ID 83844-1103, [email protected]. Research partially supported by NSF grant EPS-0132626. †Department of Mathematical Sciences, University of Delaware, [email protected]
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Logarithmic Level Comparison for Small Deviation Probabilities
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.
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