## The Annals of Mathematical Statistics

- Ann. Math. Statist.
- Volume 43, Number 1 (1972), 1-371

### Continuity Properties of Some Gaussian Processes

#### Abstract

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 $S$.

#### Article information

**Source**

Ann. Math. Statist. Volume 43, Number 1 (1972), 285-292.

**Dates**

First available: 27 April 2007

**Permanent link to this document**

http://projecteuclid.org/euclid.aoms/1177692721

**JSTOR**

links.jstor.org

**Digital Object Identifier**

doi:10.1214/aoms/1177692721

**Mathematical Reviews number (MathSciNet)**

MR307316

**Zentralblatt MATH identifier**

0268.60044

#### Citation

Preston, Christopher. Continuity Properties of Some Gaussian Processes. The Annals of Mathematical Statistics 43 (1972), no. 1, 285--292. doi:10.1214/aoms/1177692721. http://projecteuclid.org/euclid.aoms/1177692721.