On convergence of the uniform norms for Gaussian processes and linear approximation problems

Annals of Applied Probability

Volumn 13, Issue 4, 2003, Pages 1615-1653

  Husler J ^a   Piterbarg, V ^b   Seleznjev, O ^c  

^a UNIVERSITY OF BERN   (Switzerland)

^b MOSCOW STATE UNIVERSITY   (Russian Federation)

^c UMEÅ UNIVERSITY   (Sweden)

Author keywords

Fractional Brownian motion; Maxima of Gaussian processes; Piecewise linear approximation; pth moment convergence; Uniform norm

Indexed keywords

EID: 0348173778     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1069786514     Document Type: Article

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