On superior limits for the increments of Gaussian processes

DOI10.1016/S0167-7152(97)00025-4MaRDI QIDQ1373977zbMATH OpenOpenAlexFDO

Authors Jong Soo Jung, Kyo-Shin Hwang, Yong-Kab Choi

Publication date 20 April 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(97)00025-4

zbMATH Keywords

Gaussian processWiener processlaw of large numbersBorel-Cantelli lemmaregularly varying functionlaw of iterated logarithm

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05)

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• Some superconcentration inequalities for extrema of stationary Gaussian processes
• LIMIT BEHAVIORS FOR THE INCREMENTS OF A d-DIMENSIONAL MULTI-PARAMETER GAUSSIAN PROCESS
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• On the asymptotic behavior of Gaussian sequences with stationary increments
• Some comparisons for Gaussian processes
• Strong limit theorems for large and small increments of ^ p- valued Gaussian processes
• On the size of the increments of nonstationary Gaussian processes
• How big are the lag increments of a Gaussian process?
• An asymptotic formula for the distribution of the maximum of a Gaussian process with stationary increments

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