Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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ON THE INCREMENTS OF A d-DIMENSIONAL GAUSSIAN PROCESS

  • LIN ZHENGYAN (Department of Mathematics Zhejiang University) ;
  • HWANG KYO-SHIN (Department of Mathematics Zhejiang University, Research Institute of Natural Science Geongsang National University)
  • Published : 2005.11.01
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Abstract

In this paper we establish some results on the increments of a d-dimensional Gaussian process with the usual Euclidean norm. In particular we obtain the law of iterated logarithm and the Book-Shore type theorem for the increments of ad-dimensional Gaussian process, via estimating upper bounds and lower bounds of large deviation probabilities on the suprema of the d-dimensional Gaussian process.

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References

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