On Lag Increments of a Gaussian Process
Commun. Korean Math. Soc. 2000 Vol. 15, No. 2, 379-390
Yong-Kab Choi, Jin-Hee Choi
Gyeongsang National University, Gyeongsang National University
Abstract : In this paper the limit theorems on lag increments of a Wiener process due to Chen, Kong and Lin [1] are developed to the case of a Gaussian process via estimating upper bounds of large deviation probabilities on suprema of the Gaussian process.
Keywords : lag increment, Wiener process, Gaussian process, large deviation probability, Borel-Cantelli lemma
MSC numbers : 60F15, 60G70
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