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How Big Are the Increments of a Two-Parameter Gaussian Process?

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Abstract

Some limit theorems on the increments of a two-parameter Gaussian process are obtained via estimating large deviation probability inequalities on the suprema of the Gaussian process which is a generalization of a two-parameter Lévy Brownian motion.

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REFERENCES

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Authors and Affiliations

  1. Department of Mathematics, College of Natural Sciences, Gyeongsang National University, Chinju, 660-701, Korea

    Yong-Kab Choi

  2. Division of Mathematics, Department of Fundamental Sciences, Faculty of Integrated Human Studies, Kyoto University, Kyoto, 606-01, Japan

    Norio Kôno

Authors
  1. Yong-Kab Choi
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  2. Norio Kôno
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Correspondence to Norio Kôno.

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Choi, YK., Kôno, N. How Big Are the Increments of a Two-Parameter Gaussian Process?. Journal of Theoretical Probability 12, 105–129 (1999). https://doi.org/10.1023/A:1021796610843

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  • DOI: https://doi.org/10.1023/A:1021796610843

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