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ON LARGE INCREMENTS OF l^p-VALUED GAUSSIAN PROCESSES

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摘要 Let{Xk(t),t≥0},k=1,2,...,beasequenceofindependentGaussianprocesseswithaσ^2k(h)=E(Xk(t+h)--Xk(t))^2.Putσ(p,h)=(∞/∑/k=1σ^pk(h))^1/p,p≥1.Theauthorestablishesthelargeincrementresultsforboundedσ(p,h).

DOI lg4qv3ezd8/303896

作者 LINZHENGYAN

机构地区不详

出处《数学年刊：B辑英文版》 1997年2期

关键词无穷维高斯过程大增量有界性序列

分类 [理学][基础数学]

出版日期 1997年02月12日（中国期刊网平台首次上网日期，不代表论文的发表时间）

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来源期刊

数学年刊：B辑英文版

数学年刊：B辑英文版

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无穷维高斯过程大增量有界性序列

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