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A Liminf Result on Two-parameter Gaussian Process

✍ Scribed by Li-Xin Zhang; Chuan-rong Lu


Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2003
Tongue
English
Weight
209 KB
Volume
19
Category
Article
ISSN
0168-9673

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✍ J. HΓΌsler πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 95 KB

For a particular sequence of Gaussian processes we consider the maximum Mn(T ) up to time T and its limiting behaviour as T = T (n) and n converges to ∞. This sequence occurs in the approximation of the path of the continuous Gaussian process by broken lines. This limiting behaviour was analyzed by