Continuity of Gaussian Processes
Samorodnitsky, Gennady
Ann. Probab., Tome 16 (1988) no. 4, p. 1019-1033 / Harvested from Project Euclid
We give sufficient conditions for local continuity of the isonormal process $L$ at some point of its parameter set. Since a Gaussian process defined on a compact parameter space that is a.s. continuous at each point is sample continuous, our result can be applied to the problem of general sample continuity of Gaussian processes. It is shown that our sufficient conditions are strictly weaker than the classical sufficient conditions for sample continuity.
Publié le : 1988-07-14
Classification:  Gaussian processes,  sample continuity,  local continuity,  isonormal process,  metric entropy,  60G15,  60G17
@article{1176991674,
     author = {Samorodnitsky, Gennady},
     title = {Continuity of Gaussian Processes},
     journal = {Ann. Probab.},
     volume = {16},
     number = {4},
     year = {1988},
     pages = { 1019-1033},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991674}
}
Samorodnitsky, Gennady. Continuity of Gaussian Processes. Ann. Probab., Tome 16 (1988) no. 4, pp.  1019-1033. http://gdmltest.u-ga.fr/item/1176991674/