The Problem of Small Unilateral Deviations: the Existence of Decay Exponents
| dc.creator | Molchan, G. | |
| dc.date | 2006-08-25 | |
| dc.date | 2006-11-01 | |
| dc.date.accessioned | 2026-07-07T07:22:10Z | |
| dc.date.available | 2026-07-07T07:22:10Z | |
| dc.description | Let x(s), s in R^d be a Gaussian self-similar random process of index H. We consider the problem of log-asymptotics for the probability p(T) that x(s), x(0)=0 does not exceed a fixed level in a star-shaped expanding domain TxG as T>>1. We solve the problem of the existence of the limit, theta:=lim (-log p(T))/(log T)^D, T>>1, for the fractional Brownian sheet x(s)on [0,T]^2 then D=2 and we estimate the theta for the integrated fractional Brownian motion then D=1. | |
| dc.description | The corrected version | |
| dc.identifier | https://arxiv.org/abs/math/0608630 | |
| dc.identifier | http://arxiv.org/abs/math/0608630 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/115559 | |
| dc.subject | Probability | |
| dc.subject | Other Condensed Matter | |
| dc.title | The Problem of Small Unilateral Deviations: the Existence of Decay Exponents | |
| dc.type | text |