Functional limit theorems for the increments of d-dimensional Gaussian processes in a Hölder type norm

Kyo Shin Hwang, Sungchul Lee

Research output: Contribution to journalArticle

Abstract

In this paper, estimating upper bounds of large deviation probabilities for the increments of d-dimensional Gaussian processes in Hölder type norm, we obtain functional limit results for the increments of d-dimensional Gaussian processes in the Hölder type norm.

Original languageEnglish
Pages (from-to)651-663
Number of pages13
JournalComputers and Mathematics with Applications
Volume54
Issue number5
DOIs
Publication statusPublished - 2007 Sep 1

All Science Journal Classification (ASJC) codes

  • Modelling and Simulation
  • Computational Theory and Mathematics
  • Computational Mathematics

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