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Study of the Convergence of the Increments of Gaussian Process

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DOI: 10.4236/am.2015.66085    3,416 Downloads   3,722 Views  

ABSTRACT

Let be a Gaussian process with stationary increments . Let be a nondecreasing function of t with . This paper aims to study the almost sure behaviour of where
with and is an increasing sequence diverging to .

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Bahram, A. and El-Shehawy, S. (2015) Study of the Convergence of the Increments of Gaussian Process. Applied Mathematics, 6, 933-939. doi: 10.4236/am.2015.66085.

References

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