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

Kyo Shin Hwang, Sung chul 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

Fingerprint

Functional Limit Theorem
Gaussian Process
Increment
Large Deviation Probability
Norm
Upper bound

All Science Journal Classification (ASJC) codes

  • Applied Mathematics
  • Computational Mathematics
  • Modelling and Simulation

Cite this

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title = "Functional limit theorems for the increments of d-dimensional Gaussian processes in a H{\"o}lder type norm",
abstract = "In this paper, estimating upper bounds of large deviation probabilities for the increments of d-dimensional Gaussian processes in H{\"o}lder type norm, we obtain functional limit results for the increments of d-dimensional Gaussian processes in the H{\"o}lder type norm.",
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Functional limit theorems for the increments of d-dimensional Gaussian processes in a Hölder type norm. / Hwang, Kyo Shin; Lee, Sung chul.

In: Computers and Mathematics with Applications, Vol. 54, No. 5, 01.09.2007, p. 651-663.

Research output: Contribution to journalArticle

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