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July, 1988 Continuity of Gaussian Processes
Gennady Samorodnitsky
Ann. Probab. 16(3): 1019-1033 (July, 1988). DOI: 10.1214/aop/1176991674

Abstract

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.

Citation

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Gennady Samorodnitsky. "Continuity of Gaussian Processes." Ann. Probab. 16 (3) 1019 - 1033, July, 1988. https://doi.org/10.1214/aop/1176991674

Information

Published: July, 1988
First available in Project Euclid: 19 April 2007

zbMATH: 0656.60050
MathSciNet: MR942752
Digital Object Identifier: 10.1214/aop/1176991674

Subjects:
Primary: 60G15
Secondary: 60G17

Keywords: Gaussian processes , isonormal process , local continuity , Metric entropy , sample continuity

Rights: Copyright © 1988 Institute of Mathematical Statistics

Vol.16 • No. 3 • July, 1988
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