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On the increments of a $d$-dimensional Gaussian process

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Abstract

In this paper we establish some results on the increments of a $d$-dimensional Gaussian process with the usual Euclidean norm. In particular we obtain the law of iterated logarithm and the Book-Shore type theorem for the increments of a $d$-dimensional Gaussian process, via estimating upper bounds and lower bounds of large deviation probabilities on the suprema of the $d$-dimensional Gaussian process.

참고문헌 (21)

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