LIMIT BEHAVIORS FOR THE INCREMENTS OF A d-DIMENSIONAL MULTI-PARAMETER GAUSSIAN PROCESS

Title & Authors
LIMIT BEHAVIORS FOR THE INCREMENTS OF A d-DIMENSIONAL MULTI-PARAMETER GAUSSIAN PROCESS
CHOI YONG-KAB; LIN ZRENGYAN; SUNG HWA-SANG; HWANG KYO-SHIN; MOON HEE-JIN;

Abstract
In this paper, we establish limit theorems containing both the moduli of continuity and the large incremental results for finite dimensional Gaussian processes with N parameters, via estimating upper bounds of large deviation probabilities on suprema of the Gaussian processes.
Keywords
Gaussian process;quasi-increasing;regularly varying function;large deviation probability;
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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