Limit behaviors for the increments of a d-dimensional multi-parameter Gaussian process

被引：0

作者：

Choi, YK ^{[1
]}

Lin, ZY

Sung, HS

Hwang, KS

Moon, HJ

机构：

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

[2] Zhejiang Univ, Dept Math, Hangzhou 310028, Peoples R China

来源：

JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY | 2005年 / 42卷 / 06期

关键词：

Gaussian process; quasi-increasing; regularly varying function; large deviation probability;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：1265 / 1278

页数：14

共 17 条

[1] Limit behaviors for the increments of a d-dimensional Gaussian process
Sung, HS
Choi, YK
STOCHASTIC ANALYSIS AND APPLICATIONS, VOL 2, 2002, : 157 - 166
[2] On the increments of a d-dimensional Gaussian process
Lin, ZY
Hwang, KS
JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, 2005, 42 (06) : 1215 - 1230
[3] Functional limit theorems for the increments of d-dimensional Gaussian processes in a Holder type norm
Hwang, Kyo-Shin
Lee, Sungchul
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2007, 54 (05) : 651 - 663
[4] Liminf results on the increments of a d-dimensional Gaussian process with independent copies
Hwang, KS
STOCHASTIC ANALYSIS AND APPLICATIONS, VOL 2, 2002, : 63 - +
[5] Moduli of continuity for a d-dimensional Gaussian process
Sung, HS
Choi, YK
Hwang, KS
STOCHASTIC ANALYSIS AND APPLICATIONS, VOL 3, 2003, : 181 - 192
[6] Some limit theorems on the increments of a multi-parameter fractional Brownian motion
Lin, ZY
Choi, YK
Hwang, KS
STOCHASTIC ANALYSIS AND APPLICATIONS, 2001, 19 (04) : 499 - 517
[7] Path properties of a d-dimensional Gaussian process
Lin, ZY
Hwang, KS
Lee, S
Choi, YK
STATISTICS & PROBABILITY LETTERS, 2004, 68 (04) : 383 - 393
[8] Sharp strong limit theorems on the increments of a Gaussian process
Moon, HJ
Choi, YK
STOCHASTIC ANALYSIS AND APPLICATIONS, VOL 2, 2002, : 119 - 127
[9] How big are the increments of a two-parameter Gaussian process?
Choi, YK
Kôno, N
JOURNAL OF THEORETICAL PROBABILITY, 1999, 12 (01) : 105 - 129
[10] How Big Are the Increments of a Two-Parameter Gaussian Process?
Yong-Kab Choi
Norio Kôno
Journal of Theoretical Probability, 1999, 12 : 105 - 129

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