A Modulus of Continuity on the Increments of a Two-parameter Gaussian Process
Commun. Korean Math. Soc. 1998 Vol. 13, No. 4, 865-874
Kyo-Shin Hwang, Yong-Kab Choi
Gyeongsang National University, Gyeongsang National University
Abstract : A modulus of continuity on the increments of a two-parameter Gaussian process is obtained via estimating large deviation probability inequalities on the suprema of the Gaussian process.
Keywords : Wiener process, Gaussian process, regularly varying function
MSC numbers : 60F15, 60G17
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