Yong-Kab Choi () (Department of Mathematics, Gyeongsang National University and School of Mathematics and Statistics, Carleton University)
Abstract
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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Publisher Info
Paper 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: Handle: RePEc:pqs:wpaper:0192005
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Find related papers by JEL classification: C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
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