On Lag Increments Of A Gaussian Process
Yong-Kab Choi, Jin-Hee Choi · Communications of the Korean Mathematical Society · 2000
In this paper the limit theorems on lag increments of a Wiener process due to Chen, Kong and Lin [1] are developed to the case of a Gaussian process via estimating upper bounds of large deviation probabilities on suprema of the Gaussian process.