Article ID Journal Published Year Pages File Type
473719 Computers & Mathematics with Applications 2007 13 Pages PDF
Abstract

In this paper, estimating upper bounds of large deviation probabilities for the increments of dd-dimensional Gaussian processes in Hölder type norm, we obtain functional limit results for the increments of dd-dimensional Gaussian processes in the Hölder type norm.

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Physical Sciences and Engineering Computer Science Computer Science (General)
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Functional limit theorems for the increments of dd-dimensional Gaussian processes in a Hölder type norm
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