Log-Level Comparison Principle for Small Ball Probabilities
classification
🧮 math.PR
keywords
ballsmallcomparisonlogarithmicprincipleprobabilitiesprocessesapplication
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We prove a new variant of comparison principle for logarithmic $L_2$-small ball probabilities of Gaussian processes. As an application, we obtain logarithmic small ball asymptotics for some well-known processes with smooth covariances.
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