Let{X k(t),t≥0},k=1,2,…,be a sequence of independent Gaussian processes withσk 2(h)=E(X k(t+h)-X k(t))2.Putσ(p,h)=(∑∞k=1σk p(h))1/p,p≥1.The author establishes the large increment results for boundedσ(p,h).
文摘Let{X k(t),t≥0},k=1,2,…,be a sequence of independent Gaussian processes withσk 2(h)=E(X k(t+h)-X k(t))2.Putσ(p,h)=(∑∞k=1σk p(h))1/p,p≥1.The author establishes the large increment results for boundedσ(p,h).
