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| ON LARGE INCREMENTS OF l^(p)-VALUED GAUSSIAN PROCESSES |
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Citation： |
Lin Zhengyan.ON LARGE INCREMENTS OF l^(p)-VALUED GAUSSIAN PROCESSES[J].Chinese Annals of Mathematics B,1997,18(2):213~222 |
| Page view： 1063
Net amount： 675 |
Authors： |
Lin Zhengyan; |
Foundation： |
Project supported by the National and Zhejiang Natural Science
Foundations of China |
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| Abstract： |
Let $\{X_k(t),t\ge0\}, k=1,2,\hdots $, be a sequence of independent
Gaussian processes with $\sigma_k^2(h)=E(X_k(t+h)-X_k(t))^2. $\quad
Put $\sigma(p,h)=(\sum_{k=1}^\infty\limits\sigma_k^p(h))^{1/p},\ p\ge 1. $
The author establishes the large increment results for bounded
$\sigma(p,h). $ |
Keywords： |
$l^p$-valued infinite dimensional Gaussian
process, Large increment, a.s. limit |
Classification： |
60G15, 60G17, 60F15 |
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