Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
Small deviations of smooth stationary Gaussian processes. / Aurzada, F.; Ibragimov, I. A.; Lifshits, M. A.; Van Zanten, J. H.
в: Theory of Probability and its Applications, Том 53, № 4, 01.12.2009, стр. 697-707.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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TY - JOUR
T1 - Small deviations of smooth stationary Gaussian processes
AU - Aurzada, F.
AU - Ibragimov, I. A.
AU - Lifshits, M. A.
AU - Van Zanten, J. H.
PY - 2009/12/1
Y1 - 2009/12/1
N2 - We investigate the small deviation probabilities of a class of very smooth stationary Gaussian processes playing an important role in Bayesian statistical inference. Our calculations are based on the appropriate modification of the entropy method due to Kuelbs, Li, and Linde as well as on classical results about the entropy of classes of analytic functions. They also involve Tsirelson's upper bound for small deviations and shed some light on the limits of sharpness for that estimate.
AB - We investigate the small deviation probabilities of a class of very smooth stationary Gaussian processes playing an important role in Bayesian statistical inference. Our calculations are based on the appropriate modification of the entropy method due to Kuelbs, Li, and Linde as well as on classical results about the entropy of classes of analytic functions. They also involve Tsirelson's upper bound for small deviations and shed some light on the limits of sharpness for that estimate.
KW - Gaussian processes
KW - Small deviations
KW - Spectral density
KW - Stationary processes
UR - http://www.scopus.com/inward/record.url?scp=73549112179&partnerID=8YFLogxK
U2 - 10.1137/S0040585X97983912
DO - 10.1137/S0040585X97983912
M3 - Article
AN - SCOPUS:73549112179
VL - 53
SP - 697
EP - 707
JO - Theory of Probability and its Applications
JF - Theory of Probability and its Applications
SN - 0040-585X
IS - 4
ER -
ID: 37010333