대한수학회논문집 (Communications of the Korean Mathematical Society)

  • 제15권2호
  • /
  • Pages.379-390
  • /
  • 2000
  • /
  • 1225-1763(pISSN)
  • /
  • 2234-3024(eISSN)
대한수학회 (Korean Mathematical Society)
권호 표지

On Lag Increments Of A Gaussian Process

  • 발행 : 2000.04.01
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초록

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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참고문헌

  1. Ann. Probab v.14 Answers to some questions about increments of a Wiener process G. J. Chen;F. C. Kong;Z. Y. Lin
  2. J. Math. Kyoto Univ v.31 no.1 Erdos-Renyi type laws applied to Gaussian processes Y. K. Choi
  3. Stoch. Proc. & their Appl v.39 On infinite series of independent Ornstein-Uhlenbeck processes E. Csaki;M. Csorgo;Z. Y. Lin;P. Revesz
  4. Probability in Banach spaces, Oberwalbach, Lecture Notes in Math. Springer v.526 Evaluations of processus Gaussians cpmposes X. Fernique
  5. Ann. Probab v.11 no.1 Some results on increments of the Wiener process with applications to lag sums of i.i.d. r.v.s D. L. Hanson;R. P. Russo
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