Moduli of continuity for a d-dimensional Gaussian process

被引：0

作者：

Sung, HS ^{[1
]}

Choi, YK ^{[1
]}

Hwang, KS ^{[1
]}

机构：

[1] Gyeongsang Natl Univ, Coll Nat Sci, Dept Math, Chinju 660701, South Korea

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS, VOL 3 | 2003年

关键词：

Gaussian process; large deviation probability;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper we establish moduli of continuity for a d-dimensional Gaussian process with the Euclidean norm via estimating upper bounds of large deviation probabilities on the suprema of the d-dimensional Gaussian processes.

引用

页码：181 / 192

页数：12

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