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On the Csorgo-Révész increments of finite dimensional Gaussian random fields

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Author Info
Yong-Kab Choi () (Department of Mathematics, Gyeongsang National University and School of Mathematics and Statistics, Carleton University)
Hwa-Sang Sung (Department of Mathematics, Gyeongsang National University)
Kyo-Shin Hwang (Department of Mathematics, Gyeongsang National University)
Hee-Jin Moon (Department of Mathematics, Gyeongsang National University)
Abstract

In this paper, we establish some limit theorems on the combined Csorgo-Révész increments with moduli of continuity for finite dimensional Gaussian random fields under mild conditions, via estimating upper bounds of large deviation probabilities on suprema of the finite dimensional Gaussian random fields.

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File URL: http://www.repad.org/ca/on/lrsp/TRS395.pdf
File Format: application/pdf
File Function: First version, 2004
Download Restriction: no

Publisher Info
Paper provided by Département des sciences administratives, UQO in its series RePAd Working Paper Series with number lrsp-TRS395.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length: 16 pages
Date of creation: 01 Apr 2004
Date of revision:
Handle: RePEc:pqs:wpaper:0202005

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Related research
Keywords: Csorgo-Révész increment Gaussian process random field modulus of continuity quasi-increasing regularly varying function large deviation probability.

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

This paper has been announced in the following NEP Reports:

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This page was last updated on 2008-11-17.


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