CLT for Lp moduli of continuity of Gaussian processes

Michael B. Marcus and Jay Rosen

Stochastic Processes and their Applications, 2008, vol. 118, issue 7, 1107-1135

Abstract: Let G={G(x),x[set membership, variant]R1} be a mean zero Gaussian process with stationary increments and set [sigma]2(x-y)=E(G(x)-G(y))2. Let f be a symmetric function with Ef2([eta])

Keywords: Gaussian; processes; CLT (search for similar items in EconPapers)
Date: 2008
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