J. Korean Math. Soc. 2001; 38(3): 577-594
Printed May 1, 2001
Copyright © The Korean Mathematical Society.
Zhengyan Lin and Yong-Kab Choi
Zhejiang University and Gyeongsang National University
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
1995; 32(4): 739-751
1996; 33(4): 813-822
2019; 56(1): 149-167
2018; 55(1): 147-160
© 2022. The Korean Mathematical Society. Powered by INFOrang Co., Ltd