Small Deviation Probability via Chaining
| dc.creator | Aurzada, Frank | |
| dc.creator | Lifshits, Mikhail | |
| dc.date | 2007-06-19 | |
| dc.date | 2007-11-23 | |
| dc.date.accessioned | 2026-07-07T10:17:48Z | |
| dc.date.available | 2026-07-07T10:17:48Z | |
| dc.description | We obtain several extensions of Talagrand's lower bound for the small deviation probability using metric entropy. For Gaussian processes, our investigations are focused on processes with sub-polynomial and, respectively, exponential behaviour of covering numbers. The corresponding results are also proved for non-Gaussian symmetric stable processes, both for the cases of critically small and critically large entropy. The results extensively use the classical chaining technique; at the same time they are meant to explore the limits of this method. | |
| dc.description | to appear in: Stochastic Processes and Their Applications | |
| dc.identifier | https://arxiv.org/abs/0706.2720 | |
| dc.identifier | http://arxiv.org/abs/0706.2720 | |
| dc.identifier | Stochastic Processes and their Applications 118 (2008) 2344-2368 | |
| dc.identifier | doi:10.1016/j.spa.2008.01.005 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/173981 | |
| dc.subject | Probability | |
| dc.title | Small Deviation Probability via Chaining | |
| dc.type | text |