Limit results on finite-dimensional Gaussian random fields

DOI10.1016/J.CAMWA.2006.01.013MaRDI QIDQ2426042zbMATH OpenOpenAlexFDO

Authors Yong-Kab Choi, Kyo-Shin Hwang, Hee-Jin Moon

Publication date 17 April 2008

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2006.01.013

zbMATH Keywords

Gaussian random fieldmodulus of continuityregularly varying functionlarge deviation probabilityCsörgő-Révész increment

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 3858075 (Why is no real title available?)
• scientific article; zbMATH DE number 1301692 (Why is no real title available?)
• scientific article; zbMATH DE number 1775594 (Why is no real title available?)
• A normal comparison inequality and its applications
• A note on lim infs for increments of a fractional Brownian motion
• Erdős-Rényi-type laws applied to Gaussian processes
• Exact convergence rates in strong approximation laws for large increments of partial sums
• Extremes and related properties of random sequences and processes
• How big are the increments of a Wiener process?
• How big are the increments of a two-parameter Gaussian process?
• On infinite series of independent Ornstein-Uhlenbeck processes
• On the increments of Wiener and related processes
• SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION
• Some limit theorems for fractional Lévy Brownian fields
• Strong limit theorems

Cited in

(10)

• scientific article; zbMATH DE number 3980151 (Why is no real title available?)
• On the large and small increments of Gaussian random fields
• Limsup results and LIL for finite dimensional Gaussian random fields
• On the density functions of integrals of Gaussian random fields
• The limit theorems on extremes for Gaussian random fields
• Finite range decomposition for Gaussian measures with improved regularity
• Scaling limits for weakly pinned Gaussian random fields under the presence of two possible candidates
• On global and local properties of the trajectories of Gaussian random fields -- a look through the set of limit points
• Moduli of continuity for \(l^{\infty}\)-values Gaussian random fields
• Random fields and the limit of their spectral densities: existence and bounds

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