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October, 1993 Strong Limit Theorems for Large and Small Increments of $l^p$-Valued Gaussian Processes
Miklos Csorgo, Qi-Man Shao
Ann. Probab. 21(4): 1958-1990 (October, 1993). DOI: 10.1214/aop/1176989007
Abstract

Based on the well-known Borell inequality and on a general theorem for large and small increments of Banach space valued stochastic processes of Csaki, Csorgo and Shao, we establish some almost sure path behaviour of increments in general, and moduli of continuity in particular, for $l^p$-valued, $1 \leq p < \infty$, Gaussian processes with stationary increments. Applications to $l^p$-valued fractional Wiener and Ornstein-Uhlenbeck processes are also discussed. Our results refine and extend those of Csaki, Csorgo and Shao.

Csorgo and Shao: Strong Limit Theorems for Large and Small Increments of $l^p$-Valued Gaussian Processes
Copyright © 1993 Institute of Mathematical Statistics
Miklos Csorgo and Qi-Man Shao "Strong Limit Theorems for Large and Small Increments of $l^p$-Valued Gaussian Processes," The Annals of Probability 21(4), 1958-1990, (October, 1993). https://doi.org/10.1214/aop/1176989007
Published: October, 1993
Vol.21 • No. 4 • October, 1993
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