29 citations · 228 across the 47 of their papers we have counts for
4 papers · 2 filters
On the Small Deviation Problem for Some Iterated Processes
Frank Aurzada, Mikhail Lifshits
We derive general results on the small deviation behavior for some classes of iterated processes. This allows us, in particular, to calculate the rate of the small deviations for $…
Small deviations of general Lévy processes
Frank Aurzada, Steffen Dereich
We study the small deviation problem , as , for general Lévy processes . The techniques enable us to deter…
Small deviations of stable processes and entropy of the associated random operators
Frank Aurzada, Mikhail Lifshits, Werner Linde
We investigate the relation between the small deviation problem for a symmetric -stable random vector in a Banach space and the metric entropy properties of the operator generat…
Small Deviations of Smooth Stationary Gaussian Processes
F. Aurzada, I. A. Ibragimov, M. A. Lifshits +1
We investigate the small deviation probabilities of a class of very smooth stationary Gaussian processes playing an important role in Bayesian statistical inference. Our calculatio…