ON THE INCREMENTS OF A d-DIMENSIONAL GAUSSIAN PROCESS

Title & Authors
ON THE INCREMENTS OF A d-DIMENSIONAL GAUSSIAN PROCESS
LIN ZHENGYAN; HWANG KYO-SHIN;

Abstract
In this paper we establish some results on the increments of a d-dimensional Gaussian process with the usual Euclidean norm. In particular we obtain the law of iterated logarithm and the Book-Shore type theorem for the increments of ad-dimensional Gaussian process, via estimating upper bounds and lower bounds of large deviation probabilities on the suprema of the d-dimensional Gaussian process.
Keywords
Gaussian process;increment;sample path behaviour;
Language
English
Cited by
1.
Path properties of l p -valued Gaussian random fields, Science in China Series A: Mathematics, 2007, 50, 10, 1501
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