How big are the lag increments of a Gaussian process?

DOI10.1016/S0898-1221(00)85002-6MaRDI QIDQ1591957zbMATH OpenOpenAlexFDO

Authors Yong-Kab Choi, Kyo-Shin Hwang

Publication date 14 January 2001

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

Full work available at URL https://doi.org/10.1016/s0898-1221(00)85002-6

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Strong limit theorems (60F15)

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Cites work

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• scientific article; zbMATH DE number 3446146 (Why is no real title available?)
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• Answers to some questions about increments of a Wiener process
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• Extremes and related properties of random sequences and processes
• How big are the lag increments of a two-parameter Wiener process?
• On infinite series of independent Ornstein-Uhlenbeck processes
• On the size of the increments of nonstationary Gaussian processes
• Some ``lim inf results for increments of a Wiener process
• Some results on increments of the Wiener process with applications to lag sums of i.i.d. random variables

Cited in

(4)

• scientific article; zbMATH DE number 4069936 (Why is no real title available?)
• How big are the increments of l^p-valued Gaussian processes?
• Erdős-Rényi-type laws applied to Gaussian processes
• On lag increments of a Gaussian process

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