Author(s)

Abdelkader Bahram¹, Shaban A. El-Shehawy²

¹Department of Mathematics, Djillali Liabes University, Sidi Bel Abbès, Algeria.
²Department of Mathematics, Faculty of Science, Menoufia University, Shebin El-Kom, Egypt.

Let be a Gaussian process with stationary increments . Let be a nondecreasing function of t with . This paper aims to study the almost sure behaviour of where
with and is an increasing sequence diverging to .

Wiener Process, Gaussian Process, Law of the Iterated Logarithm, Regularly Varying Function

Bahram, A. and El-Shehawy, S. (2015) Study of the Convergence of the Increments of Gaussian Process. Applied Mathematics, 6, 933-939. doi: 10.4236/am.2015.66085.