Journal of the
Korean Mathematical Society
JKMS
ISSN(Print) 0304-9914
ISSN(Online) 2234-3008
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J. Korean Math. Soc. 1999; 36(4): 679-697
Printed July 1, 1999
Copyright © The Korean Mathematical Society.
Moduli of continuity for the increments of a multi-parameter Gaussian process
Kyo-Shin Hwang, Yong-Kab Choi, and Joong-Sung Kwon
Moduli of continuity for the increments of a multi-parameter Gaussian process which is a generalization of the multi-parameter fractional L\'evy Brownian motion are obtained via estimating large deviation probability inequalities on the suprema of the Gaussian process.
Keywords: moduli of continuity, large deviation probability, multi-parameter Gaussian process, regularly varying function, Borel-Cantelli lemma
MSC numbers: 60F15, 60G17
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