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

Author

Listed:
  • 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.

Suggested Citation

  • Yong-Kab Choi & Hwa-Sang Sung & Kyo-Shin Hwang & Hee-Jin Moon, 2004. "On the Csorgo-Révész increments of finite dimensional Gaussian random fields," RePAd Working Paper Series lrsp-TRS395, Département des sciences administratives, UQO.
    • Handle: RePEc:pqs:wpaper:0202005
    as

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    File URL: http://www.repad.org/ca/on/lrsp/TRS395.pdf
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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. 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. Szyszkowicz, Barbara, 1993. "Lp-approximations of weighted partial sum processes," Stochastic Processes and their Applications, Elsevier, vol. 45(2), pages 295-308, April.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Csorgo-Révész increment; Gaussian process; random field; modulus of continuity; quasi-increasing; regularly varying function; large deviation probability.;
    All these keywords.

    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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