ON THE LARGE AND SMALL INCREMENTS OF GAUSSIAN RANDOM FIELDS

  • Zhengyan Lin (Department of Mathematics, Zhejiang University) ;
  • Park, Yong-Kab (Department of Mathematics, College of Natural Science, Gyeongsang National University)
  • Published : 2001.05.01

Abstract

In this paper we establish limit theorems on the large and small increments of a two-parameter Gaussian random process on rectangles in the Euclidean plane via estimating upper bounds of large deviation probabilities on suprema of the two-parameter Gaussian random process.

Keywords

References

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