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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Probability Theory a...arrow_drop_down
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Probability Theory and Related Fields
Article . 1995 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1995
Data sources: zbMATH Open
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Small ball probabilities of Gaussian fields

Authors: Shao, Q.-M.; Wang, D.;

Small ball probabilities of Gaussian fields

Abstract

Let \(X(t)\), \(t \in R^d\), \(d \geq 1\), be a real-valued Gaussian field with mean zero. Lower bounds on the small ball probability, i.e. \(P(\sup_{0 \leq t \leq 1} |X(t)|\leq x)\) for small \(x\)'s, are given for two classes of processes: Gaussian fields satisfying \(E |X(s) - X(t)|^2 \leq \sigma^2(|s - t|)\) for some nondecreasing function \(\sigma(x)\) and for Brownian sheet type Gaussian fields. Both estimates are sharp in certain cases. Namely, for fractional Lévy Brownian fields, i.e. \(E|X(s) - X(t) |^2 = |s - t|^\gamma\), \(0 < \gamma < 2\), it is found the upper bound which is of the same order as the lower bound obtained for the first class of processes. Also, the bound for the second class is sharp for a standard Brownian sheet at least when \(d = 2\).

Countries
China (People's Republic of), Singapore, China (People's Republic of)
Keywords

Gaussian field, Strong limit theorems, Brownian sheet, Gaussian processes, small ball probability, 510, 004, 60G18, Self-similar stochastic processes, Random fields, Levy fractional Brownian field, 60F15, Mathematics Subject Classification (1991): 60G15

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
21
Average
Top 10%
Top 10%
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