How big are the lag increments of a Gaus
โ
Y.K. Choi; K.S. Hwang
๐
Article
๐
2000
๐
Elsevier Science
๐
English
โ 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.