of small deviation prob-abilitiesWe tried also to mention the articles that contain small deviation resultsimplicitly, eg those on entropy numbers of operators related to stochasticprocessesSome general theoretical works on Gaussian measures are also includedwhenever they treat inequalities widely used in small deviation theoryAlso included are the relevant surveys of small deviation theoryThe articles on applications of small deviation theory (eg to the lawsof iterated logarithm or to quantization problems) are NOT included unlessthey contain original small deviation results This could well be a subject ofseparate bibliographic search

http://www.proba.jussieu.fr/pageperso/smalldev/biblio.pdf

Bibliography of Small Deviation Probabilities

Nous etablissons une relation precise entre le probleme de la petite boule pour une mesure gaussienne μ dans un espace de Banach separable, et l'entropie metrique dans la boule unite de l'espace de Hilbert H μ qui engendre μ. Cette relation nous permet de calculer des probabilites pour le probleme de la petite boule a partir des resultats connus pour l'entropie metrique, et vice versa

T. Dunker

Papers

Small ball probabilities for integrals of weighted Brownian motion