How big are the increments of a two-parameter Gaussian process?
type: Item
instance of: scholarly article
title: How big are the increments of a two-parameter Gaussian process?
zbMATH Open document ID: 0922.60038
DOI: 10.1023/A:1021796610843
author: Yong-Kab Choi
author: Norio Kôno
published in: Journal of Theoretical Probability
publication date: 1999-10-03T00:00:00Z
review text: The authors consider a generalized two-parameter Lévy Brownian motion. They assume that the variances of the increments of the process can be computed by applying a regularly varying function to the corresponding variances of the Lévy Brownian motion. Under further assumptions on the growth of the first and second order derivatives of this function they obtain limit theorems on the increments of the process and a modulus of continuity result.
reviewed by: Dirk Tasche
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 1275649
zbMATH Keywords: Lévy Brownian motion
zbMATH Keywords: Gaussian process
zbMATH Keywords: regularly varying function
zbMATH Keywords: modulus of continuity
MaRDI profile type: Publication
full work available at URL: a:1021796610843
OpenAlex ID: W197728162
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description: scientific article; zbMATH DE number 1275649