On superior limits for the increments of Gaussian processes
β 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
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π SIMILAR VOLUMES
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.
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
## 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