Log-Level Comparison Principle for Small Ball Probabilities

A. I. Nazarov

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arXiv · 0805.1773

Log-Level Comparison Principle for Small Ball Probabilities

A. I. Nazarov

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Abstract

We prove a new variant of comparison principle for logarithmic $L_2$-small ball probabilities of Gaussian processes. As an application, we obtain logarithmic small ball asymptotics for some well-known processes with smooth covariances.

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A. I. Nazarov. 2008-05-13. Log-Level Comparison Principle for Small Ball Probabilities. https://arxiv.org/abs/0805.1773

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