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

• CHOI YONG-KAB (Department of Mathematics Gyeongsang National University) ;
• LIN ZRENGYAN (Department of Mathematics Zhejiang University) ;
• SUNG HWA-SANG (Department of Mathematics Gyeongsang National University) ;
• HWANG KYO-SHIN (Department of Mathematics Gyeongsang National University) ;
• MOON HEE-JIN (Department of Mathematics Gyeongsang National University)
• Published : 2005.11.01
• 88 19

#### 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

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