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

Author

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  • 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.

Suggested Citation

  • Yong-Kab Choi, 2004. "Path properties of (N;d)-Gaussian random fields," RePAd Working Paper Series lrsp-TRS393, Département des sciences administratives, UQO.
  • Handle: RePEc:pqs:wpaper:0192005
    as

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    File URL: http://www.repad.org/ca/on/lrsp/TRS393.pdf
    File Function: First version, 2004
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    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. 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.
    4. Szyszkowicz, Barbara, 1993. "Lp-approximations of weighted partial sum processes," Stochastic Processes and their Applications, Elsevier, vol. 45(2), pages 295-308, April.
    5. 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.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

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

    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

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