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

Yong-Kab Choi () and Norio Kôno ()
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Yong-Kab Choi: Gyeongsang National University
Norio Kôno: Kyoto University

Journal of Theoretical Probability, 1999, vol. 12, issue 1, 105-129

Abstract: 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.

Keywords: Lévy Brownian motion; Wiener process; Gaussian process; regularly varying function (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1021796610843

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