Gulisashvili, Archil Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness. (English) Zbl 1475.60059 Stochastic Processes Appl. 139, 37-79 (2021). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60F10 60G15 60G22 91B24 91G20 PDF BibTeX XML Cite \textit{A. Gulisashvili}, Stochastic Processes Appl. 139, 37--79 (2021; Zbl 1475.60059) Full Text: DOI arXiv OpenURL
Camia, Federico; Jiang, Jianping; Newman, Charles M. A Gaussian process related to the mass spectrum of the near-critical Ising model. (English) Zbl 1439.81072 J. Stat. Phys. 179, No. 4, 885-900 (2020). MSC: 81T10 82C20 82C27 82D40 82C31 PDF BibTeX XML Cite \textit{F. Camia} et al., J. Stat. Phys. 179, No. 4, 885--900 (2020; Zbl 1439.81072) Full Text: DOI arXiv OpenURL
Dozzi, Marco; Kozachenko, Yuriy; Mishura, Yuliya; Ralchenko, Kostiantyn Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation. (English) Zbl 1395.60042 Stat. Inference Stoch. Process. 21, No. 1, 21-52 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G15 60G22 62F10 62F12 PDF BibTeX XML Cite \textit{M. Dozzi} et al., Stat. Inference Stoch. Process. 21, No. 1, 21--52 (2018; Zbl 1395.60042) Full Text: DOI arXiv OpenURL
Azmoodeh, Ehsan; Sottinen, Tommi; Viitasaari, Lauri; Yazigi, Adil Necessary and sufficient conditions for Hölder continuity of Gaussian processes. (English) Zbl 1307.60035 Stat. Probab. Lett. 94, 230-235 (2014). MSC: 60G15 60G18 60G17 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., Stat. Probab. Lett. 94, 230--235 (2014; Zbl 1307.60035) Full Text: DOI arXiv OpenURL
Hu, Yaozhong; Le, Khoa A multiparameter Garsia-Rodemich-Rumsey inequality and some applications. (English) Zbl 1300.60051 Stochastic Processes Appl. 123, No. 9, 3359-3377 (2013). MSC: 60G17 26A16 60G60 60G15 60H15 PDF BibTeX XML Cite \textit{Y. Hu} and \textit{K. Le}, Stochastic Processes Appl. 123, No. 9, 3359--3377 (2013; Zbl 1300.60051) Full Text: DOI arXiv OpenURL
Choi, Y.-K. Moduli of continuity for \(l^{\infty}\)-values Gaussian random fields. (English) Zbl 1212.60026 Acta Math. Hung. 123, No. 4, 331-355 (2009). Reviewer: Josef G. Steinebach (Köln) MSC: 60F10 60F25 60G15 60G17 60G60 PDF BibTeX XML Cite \textit{Y. K. Choi}, Acta Math. Hung. 123, No. 4, 331--355 (2009; Zbl 1212.60026) Full Text: DOI OpenURL
Hryniv, O.; Velenik, Y. Some rigorous results on semiflexible polymers. I: Free and confined polymers. (English) Zbl 1176.60083 Stochastic Processes Appl. 119, No. 10, 3081-3100 (2009). MSC: 60K35 82B41 82D60 PDF BibTeX XML Cite \textit{O. Hryniv} and \textit{Y. Velenik}, Stochastic Processes Appl. 119, No. 10, 3081--3100 (2009; Zbl 1176.60083) Full Text: DOI arXiv OpenURL
Choi, Yong-Kab; Csörgő, Miklós Limsup results and LIL for partial sum processes of a Gaussian random field. (English) Zbl 1146.60026 Acta Math. Sin., Engl. Ser. 24, No. 9, 1497-1506 (2008). MSC: 60F15 60G15 60G60 PDF BibTeX XML Cite \textit{Y.-K. Choi} and \textit{M. Csörgő}, Acta Math. Sin., Engl. Ser. 24, No. 9, 1497--1506 (2008; Zbl 1146.60026) Full Text: DOI OpenURL
Chan, Hock Peng; Lai, Tze Leung Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices. (English) Zbl 1106.60022 Ann. Probab. 34, No. 1, 80-121 (2006). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60E10 60G60 60F20 60G15 60F10 60G10 60G70 PDF BibTeX XML Cite \textit{H. P. Chan} and \textit{T. L. Lai}, Ann. Probab. 34, No. 1, 80--121 (2006; Zbl 1106.60022) Full Text: DOI arXiv OpenURL
Lin, Zhengyan; Lee, Seaung Hyune; Hwang, Kyoshin; Choi, Yong Kab Some limit theorems on the increments of \(\ell^p\)-valued multi-parameter Gaussian processes. (English) Zbl 1088.60025 Acta Math. Sin., Engl. Ser. 20, No. 6, 1019-1028 (2004). Reviewer: Tadeusz Inglot (Wrocław) MSC: 60F15 60G15 PDF BibTeX XML Cite \textit{Z. Lin} et al., Acta Math. Sin., Engl. Ser. 20, No. 6, 1019--1028 (2004; Zbl 1088.60025) Full Text: DOI OpenURL
Lin, Zhengyan; Hwang, Kyo-Shin; Lee, Sungchul; Choi, Yong-Kab Path properties of a \(d\)-dimensional Gaussian process. (English) Zbl 1094.60027 Stat. Probab. Lett. 68, No. 4, 383-393 (2004). MSC: 60G17 62G15 60F10 PDF BibTeX XML Cite \textit{Z. Lin} et al., Stat. Probab. Lett. 68, No. 4, 383--393 (2004; Zbl 1094.60027) Full Text: DOI OpenURL
Li, Wenbo V.; Shao, Qi-Man Lower tail probabilities for Gaussian processes. (English) Zbl 1052.60028 Ann. Probab. 32, No. 1A, 216-242 (2004). Reviewer: Hironobu Sakagawa (Paris) MSC: 60G15 60G17 60G60 PDF BibTeX XML Cite \textit{W. V. Li} and \textit{Q.-M. Shao}, Ann. Probab. 32, No. 1A, 216--242 (2004; Zbl 1052.60028) Full Text: DOI OpenURL
Choi, Yong-Kab Asymptotic behaviors for the increments of Gaussian random fields. (English) Zbl 0971.60056 J. Math. Anal. Appl. 246, No. 2, 557-575 (2000). Reviewer: Nikolai N.Leonenko (Cardiff) MSC: 60G60 60H10 PDF BibTeX XML Cite \textit{Y.-K. Choi}, J. Math. Anal. Appl. 246, No. 2, 557--575 (2000; Zbl 0971.60056) Full Text: DOI OpenURL
Lin, Zheng Yan; Choi, Yong-Kab Some limit theorems for fractional Lévy Brownian fields. (English) Zbl 0997.60022 Stochastic Processes Appl. 82, No. 2, 229-244 (1999). MSC: 60F15 60G17 PDF BibTeX XML Cite \textit{Z. Y. Lin} and \textit{Y.-K. Choi}, Stochastic Processes Appl. 82, No. 2, 229--244 (1999; Zbl 0997.60022) Full Text: DOI OpenURL
Zhang, Lixin On the fractal nature of increments of the infinite series of OU processes related to the Chung LIL. (English) Zbl 0908.60022 Appl. Math., Ser. B (Engl. Ed.) 13, No. 2, 215-222 (1998). MSC: 60G15 60F15 PDF BibTeX XML Cite \textit{L. Zhang}, Appl. Math., Ser. B (Engl. Ed.) 13, No. 2, 215--222 (1998; Zbl 0908.60022) Full Text: DOI OpenURL
Horvàth, L.; Shao, Q.-M. Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence. (English) Zbl 0908.60036 Stochastic Processes Appl. 63, No. 2, 117-137 (1996). Reviewer: P.Lachout (Praha) MSC: 60G70 60F05 60G15 PDF BibTeX XML Cite \textit{L. Horvàth} and \textit{Q. M. Shao}, Stochastic Processes Appl. 63, No. 2, 117--137 (1996; Zbl 0908.60036) Full Text: DOI OpenURL
Lin, Z. Y. On large increments of infinite series of Ornstein-Uhlenbeck processes. (English) Zbl 0854.60037 Stochastic Processes Appl. 60, No. 1, 161-169 (1995). Reviewer: T.Inglot (Wrocław) MSC: 60G15 60G17 60G10 60F15 PDF BibTeX XML Cite \textit{Z. Y. Lin}, Stochastic Processes Appl. 60, No. 1, 161--169 (1995; Zbl 0854.60037) Full Text: DOI OpenURL
Lu, Chuanrong; Shen, Siwei; Wang, Xiuyun Local continuity modulus for Wiener and infinite dimensional OU processes. (English) Zbl 0805.60033 Acta Math. Sin., New Ser. 10, No. 2, 219-224 (1994). MSC: 60G17 60J65 PDF BibTeX XML Cite \textit{C. Lu} et al., Acta Math. Sin., New Ser. 10, No. 2, 219--224 (1994; Zbl 0805.60033) Full Text: DOI OpenURL
Csörgő, Miklós; Shao, Qi-Man On almost sure limit inferior for \(B\)-valued stochastic processes and applications. (English) Zbl 0799.60036 Probab. Theory Relat. Fields 99, No. 1, 29-54 (1994). Reviewer: M.Csörgő MSC: 60G17 60G15 60J65 60G10 PDF BibTeX XML Cite \textit{M. Csörgő} and \textit{Q.-M. Shao}, Probab. Theory Relat. Fields 99, No. 1, 29--54 (1994; Zbl 0799.60036) Full Text: DOI OpenURL
Weber, Michel Radiance variation relative to the solar-inclination over a Gaussian model of relief. (English) Zbl 0742.60039 J. Multivariate Anal. 40, No. 2, 292-310 (1992). MSC: 60G15 60G17 PDF BibTeX XML Cite \textit{M. Weber}, J. Multivariate Anal. 40, No. 2, 292--310 (1992; Zbl 0742.60039) Full Text: DOI OpenURL
Csörgö, Miklós; Lin, Zhengyan Path properties of kernel generated two-time parameter Gaussian processes. (English) Zbl 0725.60031 Probab. Theory Relat. Fields 89, No. 4, 423-445 (1991). MSC: 60G15 60G17 PDF BibTeX XML Cite \textit{M. Csörgö} and \textit{Z. Lin}, Probab. Theory Relat. Fields 89, No. 4, 423--445 (1991; Zbl 0725.60031) Full Text: DOI OpenURL
Fernique, X. Régularité de fonctions aléatoires gaussiennes stationnaires. (Regularity of stationary Gaussian random functions). (French) Zbl 0722.60032 Probab. Theory Relat. Fields 88, No. 4, 521-536 (1991). Reviewer: X.Fernique (Strasbourg) MSC: 60G15 60G17 PDF BibTeX XML Cite \textit{X. Fernique}, Probab. Theory Relat. Fields 88, No. 4, 521--536 (1991; Zbl 0722.60032) Full Text: DOI OpenURL
Csáki, E.; Csörgő, M.; Lin, Z. Y.; Révész, P. On infinite series of independent Ornstein-Uhlenbeck processes. (English) Zbl 0745.60036 Stochastic Processes Appl. 39, No. 1, 25-44 (1991). Reviewer: A.Plikusas (Vilnius) MSC: 60G17 60G15 60F15 60G10 PDF BibTeX XML Cite \textit{E. Csáki} et al., Stochastic Processes Appl. 39, No. 1, 25--44 (1991; Zbl 0745.60036) Full Text: DOI OpenURL
Kôno, N. Functional central limit theorem and log log law for multiplicative systems. (English) Zbl 0671.60027 Acta Math. Hung. 52, No. 3-4, 233-238 (1988). Reviewer: P.Révész MSC: 60F17 60J65 PDF BibTeX XML Cite \textit{N. Kôno}, Acta Math. Hung. 52, No. 3--4, 233--238 (1988; Zbl 0671.60027) Full Text: DOI OpenURL
Talagrand, Michel Regularity of Gaussian processes. (English) Zbl 0712.60044 Acta Math. 159, No. 1-2, 99-149 (1987). MSC: 60G17 60G15 60G12 PDF BibTeX XML Cite \textit{M. Talagrand}, Acta Math. 159, 99--149 (1987; Zbl 0712.60044) Full Text: DOI OpenURL
Kalinauskajte, N. Unilateral estimate for the supremum distribution of certain processes. (English. Russian original) Zbl 0657.60060 Lith. Math. J. 26, No. 4, 315-317 (1986); translation from Lit. Mat. Sb. 26, No. 4, 668-672 (1986). Reviewer: T.Mori MSC: 60G17 60E99 PDF BibTeX XML Cite \textit{N. Kalinauskajte}, Lith. Math. J. 26, 315--317 (1986; Zbl 0657.60060); translation from Lit. Mat. Sb. 26, No. 4, 668--672 (1986) Full Text: DOI OpenURL
Ortega, Joaquín On the size of the increments of nonstationary Gaussian processes. (English) Zbl 0546.60030 Stochastic Processes Appl. 18, 47-56 (1984). Reviewer: A.Barbour MSC: 60F15 60G15 60G17 PDF BibTeX XML Cite \textit{J. Ortega}, Stochastic Processes Appl. 18, 47--56 (1984; Zbl 0546.60030) Full Text: DOI OpenURL
Barbour, A. D. Extreme values of Markov population processes. (English) Zbl 0508.60068 Stochastic Processes Appl. 14, 297-313 (1983). MSC: 60J75 92D25 60J60 60J70 60F05 PDF BibTeX XML Cite \textit{A. D. Barbour}, Stochastic Processes Appl. 14, 297--313 (1983; Zbl 0508.60068) Full Text: DOI OpenURL
Cuzick, Jack Boundary crossing probabilities for stationary Gaussian processes and Brownian motion. (English) Zbl 0463.60034 Trans. Am. Math. Soc. 263, 469-492 (1981). MSC: 60G15 60F10 62L10 60G10 60G17 60G40 PDF BibTeX XML Cite \textit{J. Cuzick}, Trans. Am. Math. Soc. 263, 469--492 (1981; Zbl 0463.60034) Full Text: DOI OpenURL
de Araujo, Aloisio Pessoa On the central limit theorem in Banach spaces. (English) Zbl 0404.60017 J. Multivariate Anal. 8, 598-613 (1978). MSC: 60B12 60F05 60G99 PDF BibTeX XML Cite \textit{A. P. de Araujo}, J. Multivariate Anal. 8, 598--613 (1978; Zbl 0404.60017) Full Text: DOI OpenURL
Taqqu, Murad S. Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence. (English) Zbl 0358.60048 Z. Wahrscheinlichkeitstheor. Verw. Geb. 40, 203-238 (1977). MSC: 60F15 05C30 33C45 PDF BibTeX XML Cite \textit{M. S. Taqqu}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 40, 203--238 (1977; Zbl 0358.60048) Full Text: DOI OpenURL
Inoue, K. Equivalence of measures for some class of Gaussian random fields. (English) Zbl 0341.60028 J. multivariate Analysis 6, 295-308 (1976). MSC: 60G30 60G15 60J99 35J40 PDF BibTeX XML Cite \textit{K. Inoue}, J. Multivariate Anal. 6, 295--308 (1976; Zbl 0341.60028) Full Text: DOI OpenURL
Boulicaut, P. Modules de continuite des trajectoires de processus gaussiens. (French) Zbl 0308.60021 Ann. sci. Univ. Clermont 51, Math. 9, 5-10 (1974). MSC: 60G17 60G15 PDF BibTeX XML Cite \textit{P. Boulicaut}, Ann. Sci. Univ. Clermont-Ferrand II, Math. 51(9), 5--10 (1974; Zbl 0308.60021) Full Text: Numdam EuDML OpenURL
Ostrovskii, E. I. Convergence of a canonical expansion for normal fields. (English. Russian original) Zbl 0306.60021 Math. Notes 14(1973), 881-885 (1974); translation from Mat. Zametki 14, 565-572 (1973). MSC: 60G15 PDF BibTeX XML Cite \textit{E. I. Ostrovskii}, Math. Notes 14, 881--885 (1974; Zbl 0306.60021); translation from Mat. Zametki 14, 565--572 (1973) Full Text: DOI OpenURL
Jain, Naresh C.; Marcus, M. B. Sufficient conditions for the continuity of stationary Gaussian processes and applications to random series of functions. (English) Zbl 0283.60041 Ann. Inst. Fourier 24, No. 2, 117-141 (1974). MSC: 60G15 60G10 60G17 PDF BibTeX XML Cite \textit{N. C. Jain} and \textit{M. B. Marcus}, Ann. Inst. Fourier 24, No. 2, 117--141 (1974; Zbl 0283.60041) Full Text: DOI Numdam EuDML Link OpenURL
Fernique, Xavier Minorations des fonctions aléatoires gaussiennes. (French) Zbl 0275.60052 Ann. Inst. Fourier 24, No. 2, 61-66 (1974). MSC: 60G15 PDF BibTeX XML Cite \textit{X. Fernique}, Ann. Inst. Fourier 24, No. 2, 61--66 (1974; Zbl 0275.60052) Full Text: DOI Numdam EuDML OpenURL
Boulicaut, Pierre Fonctions de Young et continuité des trajectoires d’une fonction aléatoire. (French) Zbl 0275.60051 Ann. Inst. Fourier 24, No. 2, 27-47 (1974). MSC: 60G15 PDF BibTeX XML Cite \textit{P. Boulicaut}, Ann. Inst. Fourier 24, No. 2, 27--47 (1974; Zbl 0275.60051) Full Text: DOI Numdam EuDML OpenURL
Lai, Tze Leung Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes. (English) Zbl 0272.60024 Z. Wahrscheinlichkeitstheor. Verw. Geb. 29, 7-19 (1974). MSC: 60G15 60F15 PDF BibTeX XML Cite \textit{T. L. Lai}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 29, 7--19 (1974; Zbl 0272.60024) Full Text: DOI OpenURL
Jain, N. C.; Marcus, M. B. A new proof of a sufficient condition for discontinuity of Gaussian processes. (English) Zbl 0257.60015 Z. Wahrscheinlichkeitstheor. Verw. Geb. 27, 293-296 (1973). MSC: 60G15 60G17 60G10 PDF BibTeX XML Cite \textit{N. C. Jain} and \textit{M. B. Marcus}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 27, 293--296 (1973; Zbl 0257.60015) Full Text: DOI OpenURL
Dawson, D. A. Stochastic evolution equations. (English) Zbl 0251.60040 Math. Biosci. 15, 287-316 (1972). MSC: 60H10 60J60 PDF BibTeX XML Cite \textit{D. A. Dawson}, Math. Biosci. 15, 287--316 (1972; Zbl 0251.60040) Full Text: DOI OpenURL
Neuhaus, Georg Stetigkeitseigenschaften stochastischer Prozesse mit Parameter aus einem pseudometrischen Raum. (German) Zbl 0243.60026 Z. Wahrscheinlichkeitstheor. Verw. Geb. 23, 275-288 (1972). MSC: 60G05 60G17 60B05 PDF BibTeX XML Cite \textit{G. Neuhaus}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 23, 275--288 (1972; Zbl 0243.60026) Full Text: DOI OpenURL
Marcus, M. B. Gaussian lacunary series and the modulus of continuity for Gaussian processes. (English) Zbl 0222.60026 Z. Wahrscheinlichkeitstheor. Verw. Geb. 22, 301-322 (1972). MSC: 60G15 30B10 PDF BibTeX XML Cite \textit{M. B. Marcus}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 22, 301--322 (1972; Zbl 0222.60026) Full Text: DOI OpenURL
Oodaira, H. On Strassen’s version of the law of the iterated logarithm for Gaussian processes. (English) Zbl 0214.17502 Z. Wahrscheinlichkeitstheor. Verw. Geb. 21, 289-299 (1972). MSC: 60F15 60G15 PDF BibTeX XML Cite \textit{H. Oodaira}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 21, 289--299 (1972; Zbl 0214.17502) Full Text: DOI OpenURL
Berman, Simeon M. Maxima and high level excursions of stationary Gaussian processes. (English) Zbl 0228.60014 Trans. Am. Math. Soc. 160, 65-85 (1971). MSC: 60G15 60G10 PDF BibTeX XML Cite \textit{S. M. Berman}, Trans. Am. Math. Soc. 160, 65--85 (1971; Zbl 0228.60014) Full Text: DOI OpenURL
Fernique, Xavier Régularité de processus gaussiens. (French) Zbl 0217.21104 Invent. Math. 12, 304-320 (1971). MSC: 60G15 PDF BibTeX XML Cite \textit{X. Fernique}, Invent. Math. 12, 304--320 (1971; Zbl 0217.21104) Full Text: DOI EuDML OpenURL
Sirao, Tunekiti; Watanabe, Hisao On the upper and lower class for stationary Gaussian processes. (English) Zbl 0273.60024 Trans. Am. Math. Soc. 147, 301-331 (1970). MSC: 60G15 60G17 60G10 PDF BibTeX XML Cite \textit{T. Sirao} and \textit{H. Watanabe}, Trans. Am. Math. Soc. 147, 301--331 (1970; Zbl 0273.60024) Full Text: DOI OpenURL
Marcus, M. B.; Shepp, L. A. Continuity of Gaussian processes. (English) Zbl 0209.49201 Trans. Am. Math. Soc. 151, 377-391 (1970). MSC: 60G15 60G12 PDF BibTeX XML Cite \textit{M. B. Marcus} and \textit{L. A. Shepp}, Trans. Am. Math. Soc. 151, 377--391 (1970; Zbl 0209.49201) Full Text: DOI OpenURL
Leadbetter, M. R.; Weissner, E. W. On continuity and other analytic properties of stochastic process sample functions. (English) Zbl 0181.43802 Proc. Am. Math. Soc. 22, 291-294 (1969). PDF BibTeX XML Cite \textit{M. R. Leadbetter} and \textit{E. W. Weissner}, Proc. Am. Math. Soc. 22, 291--294 (1969; Zbl 0181.43802) Full Text: DOI OpenURL
Sirao, Tunekiti; Watanabe, Hisao On the Hölder continuity of stationary Gaussian processes. (English) Zbl 0249.60019 Proc. Japan Acad. 44, 482-484 (1968). MSC: 60G17 60G15 PDF BibTeX XML Cite \textit{T. Sirao} and \textit{H. Watanabe}, Proc. Japan Acad. 44, 482--484 (1968; Zbl 0249.60019) Full Text: DOI OpenURL
Dudley, R. M. The sizes of compact subsets of Hilbert space and continuity of Gaussian processes. (English) Zbl 0188.20502 J. Funct. Anal. 1, 290-330 (1967). PDF BibTeX XML Cite \textit{R. M. Dudley}, J. Funct. Anal. 1, 290--330 (1967; Zbl 0188.20502) Full Text: DOI OpenURL
Fernique, Xavier Processus linéaires, processus généralisés. (French) Zbl 0167.16702 Ann. Inst. Fourier 17, No. 1, 1-92 (1967). PDF BibTeX XML Cite \textit{X. Fernique}, Ann. Inst. Fourier 17, No. 1, 1--92 (1967; Zbl 0167.16702) Full Text: DOI Numdam EuDML OpenURL
Delporte, J. Fonctions aléatoires de deux variables presque surement à echantillons continus sur un domaine rectangulaire borne. (French) Zbl 0147.15801 Z. Wahrscheinlichkeitstheor. Verw. Geb. 6, 181-205 (1966). PDF BibTeX XML Cite \textit{J. Delporte}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 6, 181--205 (1966; Zbl 0147.15801) Full Text: DOI OpenURL