| ON LARGE INCREMENTS OF l~p-VALUED GAUSSIAN PROCESSES |
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| 作者姓名： | Lin Zhengyan |
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| 摘 要： | ＯＮＬＡＲＧＥＩＮＣＲＥＭＥＮＴＳＯＦｌｐＶＡＬＵＥＤＧＡＵＳＳＩＡＮＰＲＯＣＥＳＳＥＳＬＩＮＺＨＥＮＧＹＡＮＡｂｓｔｒａｃｔＬｅｔ｛Ｘｋ（ｔ），ｔ≥０｝，ｋ＝１，２，…，ｂｅａｓｅｑｕｅｎｃｅｏｆｉｎｄｅｐｅｎｄｅｎｔＧａｕｓｓｉａｎｐｒｏｃｅ...
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| 关 键 词： | l p ￣valued infinite dimensional Gaussian process Large increment a.s. limit |
| 收稿时间： | 1994/9/15 0:00:00 |
ON LARGE INCREMENTS OF l^(p)-VALUED GAUSSIAN PROCESSES |
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| Lin Zhengyan.ON LARGE INCREMENTS OF l~p-VALUED GAUSSIAN PROCESSES[J].Chinese Annals of Mathematics,Series B,1997,18(2):213-222. |
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| Authors: | Lin Zhengyan |
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| Institution: | LIN ZHENGYAN * |
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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). $ |
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| Keywords: | $l^p$-valued infinite dimensional Gaussian
process Large increment a s limit |
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