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ON THE INCREMENTS OF A d-DIMENSIONAL GAUSSIAN PROCESS
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 Title & Authors
ON THE INCREMENTS OF A d-DIMENSIONAL GAUSSIAN PROCESS
LIN ZHENGYAN; HWANG KYO-SHIN;
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 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  crossref(new windwow)
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