Small Deviations of Smooth Stationary Gaussian Processes

Abstract

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… (More)

Topics

Figures and Tables

Sorry, we couldn't extract any figures or tables for this paper.

Slides referencing similar topics