Some Zero-One Laws for Gaussian Processes
Cambanis, Stamatis ; Rajput, Balram S.
Ann. Probab., Tome 1 (1973) no. 5, p. 304-312 / Harvested from Project Euclid
It is shown in this paper that the paths of a real separable Gaussian process on an interval have a number of interesting properties with probability zero on one. These properties include boundedness, bounded variation, continuity, uniform continuity, absolute continuity, a Lipschitz property, differentiability, absence of oscillatory discontinuities.
Publié le : 1973-04-14
Classification:  Zero-one laws,  Gaussian processes,  path properties,  60F20,  60G15,  60G17
@article{1176996982,
     author = {Cambanis, Stamatis and Rajput, Balram S.},
     title = {Some Zero-One Laws for Gaussian Processes},
     journal = {Ann. Probab.},
     volume = {1},
     number = {5},
     year = {1973},
     pages = { 304-312},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996982}
}
Cambanis, Stamatis; Rajput, Balram S. Some Zero-One Laws for Gaussian Processes. Ann. Probab., Tome 1 (1973) no. 5, pp.  304-312. http://gdmltest.u-ga.fr/item/1176996982/