How big are the lag increments of a Gaussian process?

DOI10.1016/S0898-1221(00)85002-6zbMATH Open0962.60012OpenAlexW2039700216MaRDI QIDQ1591957FDOQ1591957

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

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Mathematics Subject Classification ID

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

Cites Work

• Extremes and related properties of random sequences and processes
• Title not available (Why is that?)
• Some results on increments of the Wiener process with applications to lag sums of i.i.d. random variables
• Title not available (Why is that?)
• Answers to some questions about increments of a Wiener process
• Erdős-Rényi-type laws applied to Gaussian processes
• On the size of the increments of nonstationary Gaussian processes
• On infinite series of independent Ornstein-Uhlenbeck processes
• Some ``lim inf results for increments of a Wiener process
• Title not available (Why is that?)
• A general form of the increments of a two-parameter Wiener process
• How big are the lag increments of a two-parameter Wiener process?
• Title not available (Why is that?)

Cited In (4)

• Title not available (Why is that?)
• 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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