Limit results on finite-dimensional Gaussian random fields

DOI10.1016/j.camwa.2006.01.013zbMath1136.60333OpenAlexW2007119652MaRDI QIDQ2426042

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

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

large deviation probabilitymodulus of continuityGaussian random fieldregularly varying functionCsörgő-Révész increment

Mathematics Subject Classification ID

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

Cites Work

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• A note on lim infs for increments of a fractional Brownian motion
• How big are the increments of a two-parameter Gaussian process?
• A normal comparison inequality and its applications
• Some limit theorems for fractional Lévy Brownian fields
• SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION

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