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How big are the lag increments of a Gaussian process?

✍ Scribed by Y.K. Choi; K.S. Hwang


Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
357 KB
Volume
40
Category
Article
ISSN
0898-1221

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✦ Synopsis


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.


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