• Title/Summary/Keyword: Wiener procss

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On Lag Increments Of A Gaussian Process

  • Choi, Yong-Kab;Choi, Jin-Hee
    • Communications of the Korean Mathematical Society
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    • v.15 no.2
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    • pp.379-390
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    • 2000
  • In this paper the limit theorems on lag increments of a Wiener process due to Chen, Kong and Lin [1] are developed to the case of a Gaussian process via estimating upper bounds of large deviation probabilities on suprema of the Gaussian process.

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