# ON THE INCREMENTS OF A d-DIMENSIONAL GAUSSIAN PROCESS

• LIN ZHENGYAN (Department of Mathematics Zhejiang University) ;
• HWANG KYO-SHIN (Department of Mathematics Zhejiang University, Research Institute of Natural Science Geongsang National University)
• Published : 2005.11.01
• 75 22

#### 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

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#### Cited by

1. Path properties of l p -valued Gaussian random fields vol.50, pp.10, 2007, https://doi.org/10.1007/s11425-007-0084-6