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J. Korean Math. Soc. 2005; 42(6): 1265-1278
Printed November 1, 2005
Copyright © The Korean Mathematical Society.
Limit behaviors for the increments of a $d-$dimensional multi-parameter Gaussian process
Yong-Kab Choi, Zhengyan Lin, Hwa-Sang Sung, Kyo-Shin Hwang, and Hee-Jin Moon
Gyeongsang National University, Gyeongsang National University, Gyeongsang National University, Gyeongsang National University, Zhejiang University
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.
Keywords: Gaussian process, quasi-increasing, regularly varying function, large deviation probability
MSC numbers: 60F15, 60G15
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