On the Csorgo-Révész increments of finite dimensional Gaussian random fields

Yong-Kab Choi (), Hwa-Sang Sung, Kyo-Shin Hwang and Hee-Jin Moon
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Yong-Kab Choi: Department of Mathematics, Gyeongsang National University and School of Mathematics and Statistics, Carleton University
Hwa-Sang Sung: Department of Mathematics, Gyeongsang National University
Kyo-Shin Hwang: Department of Mathematics, Gyeongsang National University
Hee-Jin Moon: Department of Mathematics, Gyeongsang National University

No lrsp-TRS395, RePAd Working Paper Series from Département des sciences administratives, UQO

Abstract: In this paper, we establish some limit theorems on the combined Csorgo-Révész increments with moduli of continuity for finite dimensional Gaussian random fields under mild conditions, via estimating upper bounds of large deviation probabilities on suprema of the finite dimensional Gaussian random fields.

Keywords: Csorgo-Révész increment; Gaussian process; random field; modulus of continuity; quasi-increasing; regularly varying function; large deviation probability. (search for similar items in EconPapers)
JEL-codes: C10 C40 (search for similar items in EconPapers)
Pages: 16 pages
Date: 2004-04-01
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