Research output: Contribution to journal › Article › peer-review
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.
| Original language | English |
|---|---|
| Pages (from-to) | 2344-2368 |
| Number of pages | 25 |
| Journal | Stochastic Processes and their Applications |
| Volume | 118 |
| Issue number | 12 |
| DOIs | |
| State | Published - 1 Dec 2008 |
ID: 37009742