Path properties of a d-dimensional Gaussian process

Zhengyan Lin; Kyo Shin Hwang; Sungchul Lee; Yong Kab Choi

doi:10.1016/j.spl.2004.04.012

Path properties of a d-dimensional Gaussian process

Zhengyan Lin, Kyo Shin Hwang, Sungchul Lee, Yong Kab Choi

Department of Mathematics

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

1 Citation (Scopus)

Abstract

In this paper, we study path properties of a d-dimensional Gaussian process with the usual Euclidean norm, via estimating upper bounds of large deviation probabilities on the suprema of the Gaussian process.

Original language	English
Pages (from-to)	383-393
Number of pages	11
Journal	Statistics and Probability Letters
Volume	68
Issue number	4
DOIs	https://doi.org/10.1016/j.spl.2004.04.012
Publication status	Published - 2004 Jul 15

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2004.04.012

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title = "Path properties of a d-dimensional Gaussian process",

abstract = "In this paper, we study path properties of a d-dimensional Gaussian process with the usual Euclidean norm, via estimating upper bounds of large deviation probabilities on the suprema of the Gaussian process.",

author = "Zhengyan Lin and Hwang, {Kyo Shin} and Sungchul Lee and Choi, {Yong Kab}",

year = "2004",

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doi = "10.1016/j.spl.2004.04.012",

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journal = "Statistics and Probability Letters",

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T1 - Path properties of a d-dimensional Gaussian process

AU - Lin, Zhengyan

AU - Hwang, Kyo Shin

AU - Lee, Sungchul

AU - Choi, Yong Kab

PY - 2004/7/15

Y1 - 2004/7/15

N2 - In this paper, we study path properties of a d-dimensional Gaussian process with the usual Euclidean norm, via estimating upper bounds of large deviation probabilities on the suprema of the Gaussian process.

AB - In this paper, we study path properties of a d-dimensional Gaussian process with the usual Euclidean norm, via estimating upper bounds of large deviation probabilities on the suprema of the Gaussian process.

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U2 - 10.1016/j.spl.2004.04.012

DO - 10.1016/j.spl.2004.04.012

M3 - Article

AN - SCOPUS:3042687333

SN - 0167-7152

VL - 68

SP - 383

EP - 393

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 4

ER -

Path properties of a d-dimensional Gaussian process

Abstract

All Science Journal Classification (ASJC) codes

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