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 languageEnglish
Pages (from-to)2344-2368
Number of pages25
JournalStochastic Processes and their Applications
Volume118
Issue number12
DOIs
StatePublished - 1 Dec 2008

    Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics

    Research areas

  • Chaining, Gaussian processes, Lower tail probability, Metric entropy, Small deviation, Stable processes

ID: 37009742