Asymptotic behaviors for the increments of Gaussian random fields
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Publication:1577946
DOI10.1006/jmaa.2000.6818zbMath0971.60056OpenAlexW2087924730MaRDI QIDQ1577946
Publication date: 30 October 2001
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmaa.2000.6818
Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
- On the size of the increments of nonstationary Gaussian processes
- Extremes and related properties of random sequences and processes
- Upper classes for the increments of fractional Wiener processes
- A remark on the multiparameter law of the iterated logarithm
- Strong limit theorems
- A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion
- Two different kinds of liminfs on the LIL for two-parameter Wiener processes
- How big are the increments of a two-parameter Gaussian process?
- Laws of iterated logarithm of multiparameter Wiener processes
- Sample functions of the \(N\)-parameter Wiener process
- How big are the increments of a multi-parameter Wiener process?
- Kernel Generated Two-Time Parameter Gaussian Processes and Some of Their Path Properties
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