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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 27, Fasc. 2,
pages 261 - 274
 

METRIC ENTROPY AND THE SMALL DEVIATION PROBLEM FOR STABLE PROCESSES

Frank Aurzada

Abstract: The famous connection between metric entropy and small deviation probabilities of Gaussian processes was discovered by Kuelbs and Li in [6] and completed by Li and Linde in [9]. The question whether similar connections exist for other types of processes has remained open ever since. In [10], Li and Linde propose a first approach to this problem for stable processes. The present article clarifies the question completely for symmetric stable processes.

2000 AMS Mathematics Subject Classification: Primary: 60G52, 60G15; Secondary: -.

Key words and phrases: Small deviation; lower tail probability; Gaussian processes; stable processes; metric entropy.

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