Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

Article

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J. Korean Math. Soc. 2001; 38(3): 577-594

Printed May 1, 2001

Copyright © The Korean Mathematical Society.

On the large and small increments of Gaussian random fields

Zhengyan Lin and Yong-Kab Choi

Zhejiang University and Gyeongsang National University

Abstract

In this paper we establish limit theorems on the large and small increments of a two-parameter Gaussian random process on rectangles in the Euclidean plane via estimating upper bounds of large deviation probabilities on suprema of the two-parameter Gaussian random process.

Keywords: fractional L\'evy Brownian motion, Wiener process, Gaussian process

MSC numbers: 60F15, 60G15