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

Published 14 Nov 2021 in math.PR | (2111.07210v2)

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.

Abstract PDF Chat (Pro)

Summary

We haven't generated a summary for this paper yet.

Whiteboard

Generate a whiteboard explanation of this paper.

Sign Up to Generate

Paper to Video (Beta)

Generate a video overview of this paper.

Sign Up to Generate

Paper Prompts

Sign up for free to create and run prompts on this paper using GPT-5.

Top Community Prompts

Explain it Like I'm 14

Practical Applications

Conceptual Simplification

Sign Up to Activate View All Prompts

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Authors (1)

Marco Carfagnini

Collections

Sign up for free to add this paper to one or more collections.