How big are the lag increments of a Gaussian process?
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Publication:1591957
DOI10.1016/S0898-1221(00)85002-6zbMath0962.60012OpenAlexW2039700216MaRDI QIDQ1591957
Publication date: 14 January 2001
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0898-1221(00)85002-6
Cites Work
- Erdős-Rényi-type laws applied to Gaussian processes
- On the size of the increments of nonstationary Gaussian processes
- Extremes and related properties of random sequences and processes
- Some results on increments of the Wiener process with applications to lag sums of i.i.d. random variables
- On infinite series of independent Ornstein-Uhlenbeck processes
- A general form of the increments of a two-parameter Wiener process
- Answers to some questions about increments of a Wiener process
- Some ``lim inf results for increments of a Wiener process
- How big are the lag increments of a two-parameter Wiener process?
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