DOI

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.

Язык оригиналаанглийский
Страницы (с-по)2344-2368
Число страниц25
ЖурналStochastic Processes and their Applications
Том118
Номер выпуска12
DOI
СостояниеОпубликовано - 1 дек 2008

    Предметные области Scopus

  • Теория вероятности и статистика
  • Моделирование и симуляция
  • Прикладная математика

ID: 37009742