논문KCI 등재
Limit behaviors for the increments of a $d-$dimensional multi-parameter Gaussian process
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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.
참고문헌 (26)
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관련 논문AI추천
On the increments of a $d$-dimensional Gaussian process황교신, Zhengyan Lin대한수학회 · 대한수학회지2005 · 제42권 제6호A law of the iterated logarithm for $l^{\,^p}$-valued Gaussian random fields문희진, 최용갑, 황교신대한수학회 · 대한수학회지2007 · 제44권 제6호Limit theorems for partial sum processes of a Gaussian SequenceYong-Kab Choi, Kyo-Shin Hwang, Hee-Jin Moon, Tae-S대한수학회 · 대한수학회지2004 · 제41권 제6호Limit theorems for partial sum processes of a Gaussian sequence백종일, 최용갑, Hee-Jin Moon, Kyo-Shin Hwang, Tae-Sung Kim대한수학회 · 대한수학회지2004 · 제41권 제6호Strassen's functional LIL for $d$-dimensional self-similar Gaussian process in H\"older norm황교신, Zhengyan Lin대한수학회 · 대한수학회지2005 · 제42권 제5호A note on functional limit theorem for the increments of FBM in sup-norm황교신영남수학회 · East Asian Mathematical Journal2008 · 제24권 제3호
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