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Some Limit Theorems on the Increments of l^p-valued Multi-Parameter Gaussian Processes 被引量：3

Some Limit Theorems on the Increments of l^p-valued Multi-Parameter Gaussian Processes
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摘要 In this paper,we establish some limit theorems on the increments of an l^p-valued multi- parameter Gaussian process under weaker conditions than those of Cs(?)rg(?)-Shao theorems published in Ann.Probab.(1993). In this paper,we establish some limit theorems on the increments of an l^p-valued multi- parameter Gaussian process under weaker conditions than those of Cs(?)rg(?)-Shao theorems published in Ann.Probab.(1993).
作者 Zheng Yan LIN Seaung Hyune LEE Kyo Shin HWANG Yong Kab CHOI
机构地区 Department of Mathematics Department of Mathematics
出处 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2004年第6期1019-1028,共10页 数学学报（英文版）
基金 supported by NSFC(10131040) supported by SRFDP(2002335090) supported by KRF(2001-042-D00008) supported by KRF(2001-042-D00008)
关键词 l^P-valued multi-parameter Gaussian process Large increment l^P-valued multi-parameter Gaussian process Large increment
分类号 O211.4 [理学—概率论与数理统计]
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参考文献9

  • 1Csorgo M., Shao, Q. M.: Strong limit theorems for large and small increments of l^p-valued Gaussian Processes. Ann. Probab., 21, 1958-1990 (1993).
  • 2Csaki, E., Csorgo, M., Shao, Q. M.: Fernique type inequalities and moduli of continuity for l^2-valued Ornstein-Uhlenbeck Processes. Ann. Inst. Henri Poincare Probabilities et Statistiques. 28, 479-517(1992).
  • 3Csaki, E., Csorgo, M., Shao Q. M.: Moduli of continuity for l^P-valued Gaussian processes. Acta Sci. Math.,60, 149-175 (1995).
  • 4Csaki, E., Csorgo, M.: Inequalities for increments of stochastic processes and moduli of continuity. Ann.Probab., 20, 1031-1052 (1992).
  • 5Lin, Z.: How big are the increments of l^P-valued Gaussian processes? Science in China (Series A), 40(4),337-349 (1997).
  • 6Shao, Q. M.: p-variation of Gaussian processes with stationary increments. Studia Sci. Math. Hungari.,31, 237-247 (1996).
  • 7Fernique X.: Continuitd des processus Gaussiens. C. R. Acad. Sci. Paris, t., 258, 6058-060 (1964).
  • 8Choi, Y. K., K6no, N.: How big are the increments of a two-parameter Gaussian process? J. Theoretical Probab., 12(1), 105-129 (1999).
  • 9Leadbetter, M. R., Lindgren G., Rootzen H.: Extremes and Related Properties of Random Sequences and Processes., Springer-Verlag, New York, 1983.

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Acta Mathematica Sinica,English Series
2004年 第6期

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