Path properties of (N;d)-Gaussian random fields
AbstractIn this paper, we investigate several sample path properties on the increments of (N,d)-Gaussian random fields and also we obtain the law of iterated logarithm for the Gaussian random field, via estimating upper and lower bounds of large deviation probabilities on suprema of the (N,d)- Gaussian random fields.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Département des sciences administratives, UQO in its series RePAd Working Paper Series with number lrsp-TRS393.
Length: 25 pages
Date of creation: 01 Apr 2004
Date of revision:
Contact details of provider:
Postal: Pavillon Lucien Brault, 101 rue Saint Jean-Bosco, Gatineau (Québec) J8Y 3G5
Phone: (819) 595-3900
Fax: (819) 773-1747
Web page: http://www.repad.org/
More information through EDIRC
Gaussian random field; quasi-increasing; regularly varying function; large deviation probability.;
Find related papers by JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2005-05-23 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Ortega, Joaquín, 1984. "On the size of the increments of nonstationary Gaussian processes," Stochastic Processes and their Applications, Elsevier, vol. 18(1), pages 47-56, September.
- Csörgo, Miklós & Lin, Zheng-Yan & Shao, Qi-Man, 1995. "On moduli of continuity for local times of Gaussian processes," Stochastic Processes and their Applications, Elsevier, vol. 58(1), pages 1-21, July.
- Lin, Zheng Yan & Choi, Yong-Kab, 1999. "Some limit theorems for fractional Lévy Brownian fields," Stochastic Processes and their Applications, Elsevier, vol. 82(2), pages 229-244, August.
- Csáki, E. & Csörgo, M. & Lin, Z. Y. & Révész, P., 1991. "On infinite series of independent Ornstein-Uhlenbeck processes," Stochastic Processes and their Applications, Elsevier, vol. 39(1), pages 25-44, October.
- Szyszkowicz, Barbara, 1993. "Lp-approximations of weighted partial sum processes," Stochastic Processes and their Applications, Elsevier, vol. 45(2), pages 295-308, April.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Calmes).
If references are entirely missing, you can add them using this form.