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Asymptotic Properties for Increments of ${{l}^{\infty }}$-Valued Gaussian Random Fields

Published online by Cambridge University Press:  20 November 2018

Yong-Kab Choi  and
Miklós Csörgő
Yong-Kab Choi
Affiliation:
Department of Mathematics, Gyeongsang National University, Jinju 660-701, Korea e-mail: mathykc@gsnu.ac.kr
Miklós Csörgő
Affiliation:
School of Mathematics and Statistics, Carleton University, 1125 Colonel By Drive, Ottawa, ON, K1S 5B6 e-mail: mcsorgo@math.carleton.ca
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Abstract

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This paper establishes general theorems which contain both moduli of continuity and large incremental results for ${{l}^{\infty }}$-valued Gaussian random fields indexed by a multidimensional parameter under explicit conditions.

Keywords

60F1560G1560G60l∞-valued Gaussian randomfieldmodulus of continuity, regularly varying functionlarge deviation probability
Type
Research Article
Information
Canadian Journal of Mathematics , Volume 60 , Issue 2 , 01 April 2008 , pp. 313 - 333
Copyright
Copyright © Canadian Mathematical Society 2008

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