How big are the increments of \(l^p\)-valued Gaussian processes?

DOI10.1007/BF02911433zbMath0895.60043MaRDI QIDQ1368207

Zheng Yan Lin

Publication date: 20 September 1998

Published in: Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

Gaussian processlarge incrementinfinite-dimensional Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (3)

Increments and sample path properties of Gaussian processes ⋮ SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION ⋮ Some limit theorems on the increments of \(\ell^p\)-valued multi-parameter Gaussian processes

Cites Work

• Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes
• Strong limit theorems for large and small increments of \(\ell^ p\)- valued Gaussian processes
• On large increments of infinite series of Ornstein-Uhlenbeck processes

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