| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154427 | Statistics & Probability Letters | 2009 | 6 Pages |
Abstract
We prove a new variant of comparison principle for logarithmic L2L2-small ball probabilities of Gaussian processes. As an application, we obtain logarithmic small ball asymptotics for some well-known processes with smooth covariances.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alexander Nazarov,