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http://dx.doi.org/10.4134/JKMS.2005.42.6.1265

LIMIT BEHAVIORS FOR THE INCREMENTS OF A d-DIMENSIONAL MULTI-PARAMETER GAUSSIAN PROCESS  

CHOI YONG-KAB (Department of Mathematics Gyeongsang National University)
LIN ZRENGYAN (Department of Mathematics Zhejiang University)
SUNG HWA-SANG (Department of Mathematics Gyeongsang National University)
HWANG KYO-SHIN (Department of Mathematics Gyeongsang National University)
MOON HEE-JIN (Department of Mathematics Gyeongsang National University)
Publication Information
Journal of the Korean Mathematical Society / v.42, no.6, 2005 , pp. 1265-1278 More about this Journal
Abstract
In this paper, we establish limit theorems containing both the moduli of continuity and the large incremental results for finite dimensional Gaussian processes with N parameters, via estimating upper bounds of large deviation probabilities on suprema of the Gaussian processes.
Keywords
Gaussian process; quasi-increasing; regularly varying function; large deviation probability;
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