A note on small ball probability of a Gaussian process with stationary increments
A note on small ball probability of a Gaussian process with stationary increments
复制标题
关于平稳增量高斯过程的小球概率的注解
DOI：
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发表时间：
1993
期刊：
影响因子：
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通讯作者：
Q. Shao
中科院分区：
文献类型：
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作者：
Q. Shao
Let {X(t), 0≤t≤1} be a Gaussian process with mean zero and stationary increments. Let σ2(h) =EX2(h) be nondecreasing and concave on (0,1). A sharp bound on the small ball probability ofX(·) is given in this paper.
