Abstract
We show that the logarithm of the probability that the Brownian sheet has a supremum at most $\epsilon$ over $\lbrack 0, 1\rbrack^2$ is of order $\epsilon^{-2}(\log(1/\epsilon))^3$.
Citation
Michel Talagrand. "The Small Ball Problem for the Brownian Sheet." Ann. Probab. 22 (3) 1331 - 1354, July, 1994. https://doi.org/10.1214/aop/1176988605
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