6 problems
- 0 votes0 replies0 views
Ahlberg–de la Riva's small-ball conjecture for planar first-passage times
Let be a weight distribution on the non-negative reals, and assign independent passage times with distribution to the edges of the square lattice . For a fini…
- 0 votes0 replies0 views
Conjecture on fractional-Green Gaussian process small-ball asymptotics
Let be a fractional-Green Gaussian process on , meaning that its covariance eigenvalue problem reduces to a generalized eigenproblem … with the boundary conditions defin…
- 0 votes0 replies0 views
Gao–Hannig–Torcaso conjecture for integrated Wiener processes
For , let be the -times integrated Wiener process, where each is either or . In the small-ball asymptotic … whe…
- 0 votes0 replies0 views
Li's comparison-principle conjecture for Gaussian small-ball probabilities
Let and be the positive eigenvalues of two covariance operators, and suppose the corresponding Gaussian norms have small-ball probabilities whose compar…
- 0 votes0 replies0 views
Extension of the Onsager–Machlup functional theorem to product measures
Let be a product measure satisfying the assumptions that the full product measure exists and that the scaled marginals satisfy the stated conditions. Let be th…
- 0 votes0 replies0 views
Extremal small-ball constants for integrated Gaussian processes at the critical parameter
For , consider the -times integrated processes . The processes and have…