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How big are the increments of lp-valued Gaussian processes?

โœ Scribed by Zhengyan Lin


Publisher
SP Science China Press
Year
1997
Tongue
English
Weight
470 KB
Volume
40
Category
Article
ISSN
1674-7283

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How big are the lag increments of a Gaus
โœ Y.K. Choi; K.S. Hwang ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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.