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METRIC ENTROPY AND THE SMALL DEVIATION PROBLEM FOR STABLE PROCESSES
Small deviation lower tail probability Gaussian processes stable processes metric entropy
2009/9/18
The famous connection between metric entropy and
small deviation probabilities of Gaussian processes was discovered by
Kuelbs and Li in [6] and completed by Li and Linde in [9]. The
question whethe...
SMALL DEVIATION OF SUBORDINATED PROCESSES OVER COMPACT SETS
Subordinator fractional Brownian motion covering numbers Gamma process
2009/9/18
Let A =
A(t)
t0 be a subordinator. Given a compact set
K [0;1) we prove two-sided estimates for the covering numbers of the
random set {A(t) : t 2 K} which depend on the Lapl...