The Brownian-sheet small deviation conjecture

Let BB be the Brownian sheet on [0,1]d[0,1]^d, viewed as a centered Gaussian process with covariance

E[BsBt]=j=1dmin(sj,tj).\mathbb E[B_sB_t]=\prod_{j=1}^d\min(s_j,t_j).

Brownian-sheet small deviation conjecture. For d2d\ge2, as ϵ0\epsilon\downarrow0,

logP(BC([0,1]d)<ϵ)ϵ2(log(1/ϵ))2d1.-\log\mathbb P\left(\|B\|_{C([0,1]^d)}<\epsilon\right)\simeq\epsilon^{-2}(\log(1/\epsilon))^{2d-1}.

By the Kuelbs--Li correspondence, this is the probabilistic form of the metric entropy conjecture. The claimed exponent is conjectural in the general dimensions considered here and follows from the corresponding entropy asymptotics if those are established.

Sources & referencesView supporting material

Primary source

Dmitry Bilyk, Michael Lacey and Armen Vagharshakyan, “On the Small Ball Inequality in All Dimensions”, arXiv:0705.4619 (2007).

Additional references

2 papers in this index state this conjecture (2006–2007). The statement above is taken from the most recent of them; the others are arXiv:math/0609815.

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