How big are the increments of a two-parameter Gaussian process?

DOI10.1023/A:1021796610843zbMath0922.60038OpenAlexW197728162MaRDI QIDQ1283440

Norio Kono, Yong-Kab Choi

Publication date: 3 October 1999

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021796610843

zbMATH Keywords

Gaussian processmodulus of continuityLévy Brownian motionregularly varying function

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15)

Related Items (7)

Path properties of a \(d\)-dimensional Gaussian process ⋮ Limit results on finite-dimensional Gaussian random fields ⋮ Berry-Esseen type theorems and the uniform law of the iterated logarithm for LPQD processes ⋮ Path properties of \(l^p\)-valued Gaussian random fields ⋮ Asymptotic behaviors for the increments of Gaussian random fields ⋮ Moduli of continuity for \(l^{\infty}\)-values Gaussian random fields ⋮ Some limit theorems on the increments of \(\ell^p\)-valued multi-parameter Gaussian processes

This page was built for publication: How big are the increments of a two-parameter Gaussian process?