Path properties of a d-dimensional Gaussian process

被引：2
|
作者：
Lin, ZY
Hwang, KS
Lee, S
Choi, YK [1 ]
机构：
[1] Gyeongsang Natl Univ, Dept Math, Chinju 660701, South Korea
[2] Zhejiang Univ, Dept Math, Hangzhou 310028, Peoples R China
[3] Yonsei Univ, Dept Math, Seoul 120749, South Korea
来源：
STATISTICS & PROBABILITY LETTERS | 2004年 / 68卷 / 04期
关键词：
Gaussian process; path property;
D O I：
10.1016/j.spl.2004.04.012
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we study path properties of a d-dimensional Gaussian process with the usual Euclidean norm, via estimating upper bounds of large deviation probabilities on the suprema of the Gaussian process. (C) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码：383 / 393
页数：11
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