Path properties of a d-dimensional Gaussian process

In this paper, we study path properties of a d-dimensional Gaussian process with the usual Euclidean norm, via estimating upper bounds of large deviation probabilities on the suprema of the Gaussian process.

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Year of publication:	2004
Authors:	Lin, Zhengyan ; Hwang, Kyo-Shin ; Lee, Sungchul ; Choi, Yong-Kab
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 68.2004, 4, p. 383-393
Publisher:	Elsevier
Subject:	Gaussian process Path property

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137884