简介:Let{Xk(t),t≥0},k=1,2,...,beasequenceofindependentGaussianprocesseswithaσ^2k(h)=E(Xk(t+h)--Xk(t))^2.Putσ(p,h)=(∞/∑/k=1σ^pk(h))^1/p,p≥1.Theauthorestablishesthelargeincrementresultsforboundedσ(p,h).
ON LARGE INCREMENTS OF l^p-VALUED GAUSSIAN PROCESSES