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Path properties of (N;d)-Gaussian random fields


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  • Yong-Kab Choi

    (Department of Mathematics, Gyeongsang National University and School of Mathematics and Statistics, Carleton University)

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    In 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.

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    Bibliographic Info

    Paper provided by Département des sciences administratives, UQO in its series RePAd Working Paper Series with number lrsp-TRS393.

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    Length: 25 pages
    Date of creation: 01 Apr 2004
    Date of revision:
    Handle: RePEc:pqs:wpaper:0192005

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    Keywords: Gaussian random field; quasi-increasing; regularly varying function; large deviation probability.;

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    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. Szyszkowicz, Barbara, 1993. "Lp-approximations of weighted partial sum processes," Stochastic Processes and their Applications, Elsevier, vol. 45(2), pages 295-308, April.
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