ON THE UPPER AND LOWER CLASSES FOR A STATIONARY GAUSSIAN STOCHASTIC-PROCESS

• 成果类型: Article
• 署名作者: ALBIN, JMP
• 署名单位: Lund University; Chalmers University of Technology
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176988848
• 发表日期: 1994
• 页码: 77-93
• 关键词: asymptotic properties; Empirical Processes; tail behavior; suprema

摘要

We give a complete and rather explicit characterization of the upper and lower classes for a family of stationary Gaussian stochastic processes.