Small Deviations for Stochastic Processes
and Related Topics





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  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)  




Vilnius conference special session "Small ball probabilities"

A special session on "Small ball probabilities" was held at the 10-th Vilnius conference on Probability theory and mathematical statistics, Vilnius, June 28 - July 2, 2010.

PDF files of the talks are available.

Talks:

  • F. Aurzada:
    "The one-sided exit problem for integrated processes".
    (pdf)


  • W.V. Li:
    "Small ball techniques in the study of local time".
    (pdf)


  • M.A. Lifshits:
    "Small deviations for smooth stationary Gaussian processes".
    (pdf)


  • T. Simon:
    "Some series representations associated with spectrally negative stable processes".
    (Based on papers available on ArXiv: paper 1 and paper 2.)


  • A.I. Nazarov:
    "One-parameter transformations of Gaussian random functions".
    (pdf)


  • R.S. Pusev:
    "Small deviations for Bogoliubov and Matérn processes".
    (pdf)


  • V.V. Vysotsky:
    "Unilateral small deviation probabilities for integrated random walks".
    (pdf)





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Last modified: July 5, 2010.  
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