The maximum of a gaussian process with nonconstant variance
Simeon M. Berman (1985)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “Small tails for the supremum of a gaussian process”
The maximum of a gaussian process with nonconstant variance
An asymptotic bound for the tail of the distribution of the maximum of a gaussian process
Simeon M. Berman (1985)
Annales de l'I.H.P. Probabilités et statistiques
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A characterization of Gaussian processes that are Markovian
Waclaw Timoszyk (1974)
Colloquium Mathematicae
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On the distribution of the norm for a gaussian measure
Wansoo T. Rhee (1984)
Annales de l'I.H.P. Probabilités et statistiques
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A connection between Gaussian processes and Markov processes.
Eisenbaum, Nathalie (2005)
Electronic Journal of Probability [electronic only]
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On the correct discrimination of Gaussian hypotheses. II.
Rovskiĭ, V.A. (2004)
Zapiski Nauchnykh Seminarov POMI
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The Gaussian zoo.
Renze, John, Wagon, Stan, Wick, Brian (2001)
Experimental Mathematics
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On small deviations of Gaussian processes using majorizing measures
Michel J. G. Weber (2012)
Colloquium Mathematicae
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We give two examples of periodic Gaussian processes, having entropy numbers of exactly the same order but radically different small deviations. Our construction is based on Knopp's classical result yielding existence of continuous nowhere differentiable functions, and more precisely on Loud's functions. We also obtain a general lower bound for small deviations using the majorizing measure method. We show by examples that our bound is sharp. We also apply it to Gaussian independent sequences...