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How big must be the increments of a Wiener process?

✍ Scribed by E. Csáki; P. Révész

Publisher
Akadmiai Kiad
Year
1979
Tongue
English
Weight
438 KB
Volume
33
Category
Article
ISSN
1588-2632

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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.