ON THE INCREMENTS OF A d-DIMENSIONAL GAUSSIAN PROCESS

Zhengyan Lin, Kyo-Shin Hwang

Type: Article

Publication Date: 2005-11-01

Citations: 1

DOI: https://doi.org/10.4134/jkms.2005.42.6.1215

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 ad-dimensional Gaussian process, via estimating upper bounds and lower bounds of large deviation probabilities on the suprema of the d-dimensional Gaussian process.

Locations

Journal of the Korean Mathematical Society - View - PDF

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