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 bibliography (download: PDF) contains "all" known published and not yet published articles concerning estimates and asymptotic behaviour of small deviation probabilities. Updated: December 2016.

We tried also to mention articles which contain small deviation results implicitly, e.g. those on entropy numbers of operators related to stochastic processes.

Some general theoretical works on Gaussian measures are also included whenever they treat inequalities widely used in small deviation theory.

Also included are relevant surveys of small deviation theory.

The articles on applications of small deviation theory (e.g. to the laws of iterated logarithm or to quantization problems) are NOT included unless they contain original small deviation results. This could well be a subject of separate bibliographic search.

Everyone is encouraged to send corrections and new references in the area.

The bibliography was prepared by Mikhail Lifshits.

Feedback welcome.

Last modified: March 31, 2017.  
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