Sur La Regularite Des Fonctions Aleatoires D'Ornstein-Uhlenbeck A Valeurs Dans $l_p, p \in \lbrack 1, \infty\lbrack$
Fernique, X.
Ann. Probab., Tome 20 (1992) no. 4, p. 1441-1449 / Harvested from Project Euclid
In this note, we study the regularity of $\mathbb{R^N}$-valued random functions $X - (X_n, n \in \mathbb{N})$ on $\mathbb{R}$ such that $X_n(t) = a_nx_n(b_nt),\quad t \in \mathbb{R}, n \in \mathbb{N},$ where $\mathbf{a} = (a_n) \subset \mathbb{R}^+, \mathbf{b} = (b_n) \subset \mathbb{R}^+$ and $(x_n, n \in \mathbb{N})$ is an i.i.d. sequence of gaussian centered stationary real random functions on $\mathbb{R}$. If the common covariance of the $x_n$'s verifies some very weak regularity assumptions, then their paths are continuous in $l_p, p \in \lbrack 1,\infty\lbrack$ if and only if they are in this space and some integral depending uniquely on $p$ and on $\mathbf{a}$ and $\mathbf{b}$ is convergent. These results extend and refine some previous results concerning only the case $p \in \lbrack 2, \infty\lbrack$.
Publié le : 1992-07-14
Classification:  Ornstein-Uhlenbeck functions,  $l_p$ spaces,  regularity of paths,  60G17
@article{1176989699,
     author = {Fernique, X.},
     title = {Sur La Regularite Des Fonctions Aleatoires D'Ornstein-Uhlenbeck A Valeurs Dans $l\_p, p \in \lbrack 1, \infty\lbrack$},
     journal = {Ann. Probab.},
     volume = {20},
     number = {4},
     year = {1992},
     pages = { 1441-1449},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/1176989699}
}
Fernique, X. Sur La Regularite Des Fonctions Aleatoires D'Ornstein-Uhlenbeck A Valeurs Dans $l_p, p \in \lbrack 1, \infty\lbrack$. Ann. Probab., Tome 20 (1992) no. 4, pp.  1441-1449. http://gdmltest.u-ga.fr/item/1176989699/