Path properties of a d-dimensional Gaussian process

Zhengyan Lin, Kyo Shin Hwang, Sungchul Lee, Yong Kab Choi

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Abstract

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.

Original languageEnglish
Pages (from-to)383-393
Number of pages11
JournalStatistics and Probability Letters
Volume68
Issue number4
DOIs
Publication statusPublished - 2004 Jul 15

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All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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