𝔖 Bobbio Scriptorium
✦   LIBER   ✦

How Big Are the Increments of a Two-Parameter Gaussian Process?

✍ Scribed by Yong-Kab Choi; Norio Kôno

Book ID
110411376
Publisher
Springer US
Year
1999
Tongue
English
Weight
525 KB
Volume
12
Category
Article
ISSN
0894-9840

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

How big are the lag increments of a Gaus
How big are the lag increments of a Gaussian process?
✍ Y.K. Choi; K.S. Hwang 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 357 KB

In this paper, the limit theorems on lag increments of a Wiener process due to Chen, Kong and Lin [1] are developed to the case of a Gaussian process via estimating upper bounds of large deviation probabilities on suprema of the Gaussian process.