On the size of the increments of nonstationary Gaussian processes

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Abstract

Let {X(t), t≥0} be a centred nonstationary Gaussian process with EX2(t) = C0t2α for some C0 > 0, 0
Original languageEnglish (US)
JournalStochastic Processes and their Applications
Volume18
Issue number1
DOIs
StatePublished - Jan 1 1984
Externally publishedYes

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