An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Electronic Communications in Probability Pub Date : 2021-11-14 DOI:10.1214/22-ecp459

M. Carfagnini

引用次数: 1

Abstract

We consider an iterated Kolmogorov diffusion X t of step n . The small ball problem for X t is solved by means of the Gaussian correlation inequality. We also prove Chung’s laws of iterated logarithm for X t both at time zero and inﬁnity.

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高斯相关不等式在Kolmogorov扩散小偏差中的应用

我们考虑阶跃为n的迭代Kolmogorov扩散。利用高斯相关不等式求解了xt的小球问题。我们还证明了X t在时间0和无穷时的迭代对数的Chung定律。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Electronic Communications in Probability 工程技术-统计学与概率论

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： The Electronic Communications in Probability (ECP) publishes short research articles in probability theory. Its sister journal, the Electronic Journal of Probability (EJP), publishes full-length articles in probability theory. Short papers, those less than 12 pages, should be submitted to ECP first. EJP and ECP share the same editorial board, but with different Editors in Chief.