Continuity of Gaussian Processes
نویسندگان
چکیده
منابع مشابه
CLT for L moduli of continuity of Gaussian processes
Let G = {G(x), x ∈ R1} be a mean zero Gaussian processes with stationary increments and set σ2(|x − y|) = E(G(x) − G(y))2. Let f be a symmetric function with Ef(η) < ∞, where η = N(0, 1). When σ2(s) is concave or when σ2(s) = sr, 1 < r ≤ 3/2 lim h↓0 ∫ b a f ( G(x+h)−G(x) σ(h) ) dx− (b− a)Ef(η) √ Φ(h, σ(h), f, a, b) law = N(0, 1) where Φ(h, σ(h), f, a, b) is the variance of the numerator. This r...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1970
ISSN: 0002-9947
DOI: 10.2307/1995502