Path properties of (N;d)-Gaussian random fields

Choi, Yong-Kab ()
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Choi, Yong-Kab: Department of Mathematics, Gyeongsang National University and School of Mathematics and Statistics, Carleton University

No lrsp-TRS393, RePAd Working Paper Series from Département des sciences administratives, UQO

Abstract: In this paper, we investigate several sample path properties on the increments of (N,d)-Gaussian random fields and also we obtain the law of iterated logarithm for the Gaussian random field, via estimating upper and lower bounds of large deviation probabilities on suprema of the (N,d)- Gaussian random fields.

Keywords: Gaussian random field; quasi-increasing; regularly varying function; large deviation probability. (search for similar items in EconPapers)
JEL-codes: C10 C40 (search for similar items in EconPapers)
Date: 2004-04-01

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Persistent link: http://EconPapers.repec.org/RePEc:pqs:wpaper:0192005

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