Kernel Generated Two-Time Parameter Gaussian Processes and Some of Their Path Properties

DOI10.4153/CJM-1994-003-XzbMATH Open0797.60033OpenAlexW2079257249MaRDI QIDQ4290193FDOQ4290193

Authors: Miklós Csörgo, Zhengyan Lin, Q. M. Shao 

Publication date: 10 October 1994

Published in: Canadian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4153/cjm-1994-003-x

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zbMATH Keywords

moduli of continuitylarge deviation resultspath propertiestwo-parameter Wiener processtwo-parameter Gaussian processes

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17) Stochastic integrals (60H05)

Cited In (4)

• Some limit theorems for fractional Lévy Brownian fields
• SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION
• Increments and sample path properties of Gaussian processes
• Asymptotic behaviors for the increments of Gaussian random fields

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