Small deviations and related topics

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)

Welcome!

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.

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.
>	Problem Panel
	Several open problems are presented in Problem Panel. Remarks, suggestions, comments and/or solutions are welcome.
>	Bibliography
	A list of bibliography on small deviations and related topics has been prepared by Mikhail Lifshits.
>	Thoughts
	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.