Continuity Properties of Some Gaussian Processes
Preston, Christopher
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 285-292 / Harvested from Project Euclid
Let $(S, d)$ be a compact metric space; let $(\Omega, \mathscr{F}, P)$ be a probability space, and for each $t \in S$ let $X_t: \Omega \rightarrow \mathbb{R}$ be a random variable, with $E(X_t) = 0$ and such that $\{X_t\}_{t\in S}$ forms a Gaussian process. In this paper we find sufficient conditions for the Gaussian process $\{X_t\}_{t\in S}$ to admit a separable and measurable model whose sample functions are continuous with probability one. The conditions involve the covariance, $E(X_s, X_t)$, of the process and also the $\varepsilon$-entropy of $S$.
Publié le : 1972-02-14
Classification: 
@article{1177692721,
     author = {Preston, Christopher},
     title = {Continuity Properties of Some Gaussian Processes},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 285-292},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692721}
}
Preston, Christopher. Continuity Properties of Some Gaussian Processes. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  285-292. http://gdmltest.u-ga.fr/item/1177692721/