The aim of this paper is to give a short proof of a large deviation result for supremum of nencentered Gaussian process over inΓΏnite horizon. We study family { X; d; u ; u ΒΏ 0} of Borel probability measures on R, where for Borel B β R, drift function d(t) and centered Gaussian processes {X (t); tΒΏ0
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A note on supremum of a Kiefer process
β Scribed by Stanislav Keprta
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 175 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0167-7152
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