This work is a survey on the state of the art in the statistical study of Small Ball Probability (SmBP). In particular, after defining the concept of SmBP and its possible factorizations, recent results on the notions of surrogate density and complexity are briefly reviewed.
Statistical Use of the Small Ball Probability
Bongiorno, Enea G.
;Chan, Kwo Lik;Goia, Aldo
2026-01-01
Abstract
This work is a survey on the state of the art in the statistical study of Small Ball Probability (SmBP). In particular, after defining the concept of SmBP and its possible factorizations, recent results on the notions of surrogate density and complexity are briefly reviewed.File in questo prodotto:
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