TITLE:
Study of the Convergence of the Increments of Gaussian Process
AUTHORS:
Abdelkader Bahram, Shaban A. El-Shehawy
KEYWORDS:
Wiener Process, Gaussian Process, Law of the Iterated Logarithm, Regularly Varying Function
JOURNAL NAME:
Applied Mathematics,
Vol.6 No.6,
June
2,
2015
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 .