How big are the lag increments of a Gaussian process?

Authors
Choi, YK Hwang, KS
Citation
Yk. Choi et Ks. Hwang, How big are the lag increments of a Gaussian process?, COMPUT MATH, 40(8-9), 2000, pp. 911-919
Citations number
16
Categorie Soggetti
Computer Science & Engineering
Journal title
COMPUTERS & MATHEMATICS WITH APPLICATIONS
ISSN journal
08981221 → ACNP
Volume
40
Issue
8-9
Year of publication
2000
Pages
911 - 919
Database
ISI
SICI code
0898-1221(200010/11)40:8-9<911:HBATLI>2.0.ZU;2-Z
Abstract
In this paper, the limit theorems on lag increments of a Wiener process due to Chen, Kong and Lin [1] are developed to the case of a Gaussian process via estimating upper bounds of large deviation probabilities on suprema of the Gaussian process. (C) 2000 Elsevier Science Ltd. All rights reserved.