Characterization of Almost Surely Continuous 1-Stable Random Fourier Series and Strongly Stationary Processes
Talagrand, Michel
Ann. Probab., Tome 18 (1990) no. 4, p. 85-91 / Harvested from Project Euclid
We complete the results of M. Marcus and G. Pisier by showing that a strongly stationary 1-stable process $(X_t)_{t \in G}$ defined on a locally compact group has a version with sample continuous paths if (and only if) the entropy integral $\int^\infty_0 \log^+ \log N(K, d_X, \varepsilon) d\varepsilon$ is finite, where $K$ is a given neighborhood of the unit and $d_X$ is the distance induced by the process.
Publié le : 1990-01-14
Classification:  Sample continuity,  1-stable processes,  60G10,  60G17
@article{1176990939,
     author = {Talagrand, Michel},
     title = {Characterization of Almost Surely Continuous 1-Stable Random Fourier Series and Strongly Stationary Processes},
     journal = {Ann. Probab.},
     volume = {18},
     number = {4},
     year = {1990},
     pages = { 85-91},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990939}
}
Talagrand, Michel. Characterization of Almost Surely Continuous 1-Stable Random Fourier Series and Strongly Stationary Processes. Ann. Probab., Tome 18 (1990) no. 4, pp.  85-91. http://gdmltest.u-ga.fr/item/1176990939/