ON THE INCREMENTS OF (N, d)-GAUSSIAN PROCESSES

  • Choi Yong-Kab (Department of Mathematics, Gyeongsang National University) ;
  • Hwang Kyo-Shin (Department of Mathematics, Gyeongsang National University)
  • Published : 2000.11.01

Abstract

In this paper we establish limit results on the increments of (N, d)-Gaussian processes with independent components, via estimating upper bounds of large deviation probabilities on the suprema of (N, d)-Gaussian processes.

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