Functional limit theorems for the increments of d-dimensional Gaussian processes in a Hölder type norm

Kyo Shin Hwang; Sungchul Lee

doi:10.1016/j.camwa.2006.12.033

Functional limit theorems for the increments of d-dimensional Gaussian processes in a Hölder type norm

Kyo Shin Hwang, Sungchul Lee

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper, estimating upper bounds of large deviation probabilities for the increments of d-dimensional Gaussian processes in Hölder type norm, we obtain functional limit results for the increments of d-dimensional Gaussian processes in the Hölder type norm.

Original language	English
Pages (from-to)	651-663
Number of pages	13
Journal	Computers and Mathematics with Applications
Volume	54
Issue number	5
DOIs	https://doi.org/10.1016/j.camwa.2006.12.033
Publication status	Published - 2007 Sept

Bibliographical note

Funding Information:
This work was supported by the Korea Research Foundation Grant Funded by Korea Government (MOEHRD) (KRF-2006-353-C00004). This work was supported by the Brain Korea 21 Project in 2006. The authors wish to thank the referee for careful reading and helpful suggestions on this paper.

All Science Journal Classification (ASJC) codes

Modelling and Simulation
Computational Theory and Mathematics
Computational Mathematics

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10.1016/j.camwa.2006.12.033

Cite this

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title = "Functional limit theorems for the increments of d-dimensional Gaussian processes in a H{\"o}lder type norm",

abstract = "In this paper, estimating upper bounds of large deviation probabilities for the increments of d-dimensional Gaussian processes in H{\"o}lder type norm, we obtain functional limit results for the increments of d-dimensional Gaussian processes in the H{\"o}lder type norm.",

author = "Hwang, {Kyo Shin} and Sungchul Lee",

note = "Funding Information: This work was supported by the Korea Research Foundation Grant Funded by Korea Government (MOEHRD) (KRF-2006-353-C00004). This work was supported by the Brain Korea 21 Project in 2006. The authors wish to thank the referee for careful reading and helpful suggestions on this paper.",

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Functional limit theorems for the increments of d-dimensional Gaussian processes in a Hölder type norm

Abstract

Bibliographical note

All Science Journal Classification (ASJC) codes

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