𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On superior limits for the increments of Gaussian processes

✍ Scribed by Kyo Shin Huang; Yong Kab Choi; Jong Soo Jung


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
268 KB
Volume
35
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


How big are the lag increments of a Gaus
✍ Y.K. Choi; K.S. Hwang πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 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.

Limit Theorems for the Non-linear Functi
✍ Samir Ben Hariz πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 193 KB

In this paper we consider two functional limit theorems for the non-linear functional of the stationary Gaussian process satisfying short range dependence conditions: the functional CLT for partial sum processes and the uniform CLT for a special class of functions. To carry out the proofs, we develo

A limit theorem for randomly stopped ind
✍ Peter Becker–Kern; Gyula Pap πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 230 KB πŸ‘ 1 views

## Abstract In the spirit of the classical random central limit theorem a general limit theorem for random stopping in the scheme of infinitesimal triangular arrays on a separable metrizable group is presented. The approach incorporates and generalizes earlier results for normalized sequences of in