On bounded Gaussian processes

H. Le

Statistics & Probability Letters, 2008, vol. 78, issue 6, 669-674

Abstract: This paper studies some links between the characteristics of a Gaussian process indexed by a compact subset in an infinite-dimensional Hilbert space and the limiting behaviour of Gaussian processes indexed by subsets associated with a finite-dimensional approximation to the index set in the Hilbert space.

Keywords: Gaussian; process; Gaussian; bounded; set; Intrinsic; volume; Ito-Nisio; oscillation; parameter (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (2)

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