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The Limiting Behavior of Large Increments of Stationary Gaussian Processes
Gaussian processes stationary large incremengs regularly vary function
2012/10/10
Let ≥ be a real-valued separable Gaussian process with mean zero, { ( ), Xt t 0} {0} 0 X = , and with stationary.In this paper, we obtain some ideal results on the limiting behavior of large incremen...