Marcus, Michael B.; Rosen, Jay - In: Stochastic Processes and their Applications 118 (2008) 7, pp. 1107-1135
Let G={G(x),x[set membership, variant]R1} be a mean zero Gaussian process with stationary increments and set [sigma]2(x-y)=E(G(x)-G(y))2. Let f be a symmetric function with Ef2([eta])[infinity], where [eta]=N(0,1). When [sigma]2(s) is concave or when [sigma]2(s)=sr, 1r=3/2, where...
