Small Deviations for Stochastic Processes
and Related Topics

  Home   Problem Panel   Bibliography   Thoughts
  Oberwolfach Workshop (Oct. 2003)  
  St. Petersburg Conference (Sept. 2005)  
  AIMath workshop "Small ball inequalities" (Dec. 2008)  
  Vilnius conference special session "Small ball probabilities" (June 2010)  
  NSF/CBMS conference "Small deviation probabilities" at UAHuntsville (June 2012)  


This site is devoted to the study of various small value problems in mathematics. Special interest is paid to evaluating small deviation probabilities for stochastic processes and their relationships with metric entropy for operators, as well as applications in - but by no means limited to - functional analysis, random graphs, discrepency theory, geometry in Banach spaces, wavelet decompositions, fractal geometry, quantization, coding theory.

The site originates from a Mini-Workshop on "Small deviation problems for stochastic processes and related topics", which was held in Oberwolfach (Germany), October 12-18, 2003.

The second conference, "Small deviation probabilities and related topics", took place at the Euler International Mathematical Institute (St. Petersburg, Russia), September 12-19, 2005.

American Institute of Mathematics (Palo Alto, California, USA) hosted a workshop "Small ball inequalities in analysis, probability, and irregularities of distribution", December 8-12, 2008.

Special session "Small ball probabilities" at the 10th Vilnius Conference on Probability Theory and Mathematical Statistics, from June 28 to July 2, 2010.

A series of lectures were delivered by Wenbo Li at the "NSF/CBMS conference on Small deviation probabilities" in the University of Alabama at Huntsville (USA), June 4-8, 2012.

Site plan:


Oberwolfach Workshop
  Various information about the Mini-Workshop on Small deviation problems for stochastic processes and related topics, including PostScript and PDF files of slides, lectures and reports.


St. Petersburg Conference
  Directly linked to the official St. Petersburg conference homepage.


AIMath Workshop
  Directly linked to the official AIMath workshop homepage.


Vilnius conference special session "Small ball probabilities"
  PDF files of the talks.


NSF/CBMS conference on Small deviation probabilities at UAHuntsville
  Directly linked to the official conference homepage.


Problem Panel
  Several open problems are presented in Problem Panel. Remarks, suggestions, comments and/or solutions are welcome.


  A list of bibliography on small deviations and related topics has been prepared by Mikhail Lifshits.


  Eduard Belinsky was among the participants of the first Workshop at Oberwolfach (October 2003). He left us in 2004. We all miss him.

Site frequently updated.

Feedback welcome.

Page created: October 21, 2003.  
Copyright 2003-2014.