The continuity of Gaussian processes is an extensively studied topic and it culminates in Talagrand’s notion of majorizing measures that gives complicated necessary and sufficient conditions. In this note we study the Hölder continuity of Gaussian processes. It turns out that necessary and sufficient conditions can be stated in a simple form that is a variant of the celebrated Kolmogorov–Čentsov condition
AbstractThe following path properties of real separable Gaussian processes ξ with parameter set an a...
AbstractThis paper contains the following three types of results: First, a 1-1 correspondence is est...
Abstract. The purpose of this paper is to prove a Kolmogorov and a tightness criterion in a class of...
Is there a sufficient condition for continuity of sample paths of a random process? Or, is it at lea...
The study of the analytical properties of random processes and their functionals, without a doubt, w...
AbstractLet G={G(x),x∈R1} be a mean zero Gaussian process with stationary increments and set σ2(|x−y...
Alexander (1987) gave necessary and sufficient conditions for the central limit theorem for empirica...
For almost fifty years, Richard M. Dudley has been extremely influential in the development of sever...
Let be a stationary Gaussian process on ([Omega], , P) with time-shift operators (Us, s [epsilon] ) ...
AbstractIn this paper we consider the estimation problem in a continuous time linear model. We estab...
AbstractLet X = (Xt, t ϵ R) be a stationary Gaussian process on (Ω, F, P) with time-shift operators ...
We investigate the conditional full support (CFS) property, introduced in Guasoni et al. (2008a), fo...
AbstractWe establish moduli of continuity and large increment properties for stationary increment Ga...
none4noneBASSI G; BAZZANI A.; MAIS H.; TURCHETTI G.BASSI G; BAZZANI A.; MAIS H.; TURCHETTI G
The purpose of this paper is to get a canonical representation of Gaussian processes which are equiv...
AbstractThe following path properties of real separable Gaussian processes ξ with parameter set an a...
AbstractThis paper contains the following three types of results: First, a 1-1 correspondence is est...
Abstract. The purpose of this paper is to prove a Kolmogorov and a tightness criterion in a class of...
Is there a sufficient condition for continuity of sample paths of a random process? Or, is it at lea...
The study of the analytical properties of random processes and their functionals, without a doubt, w...
AbstractLet G={G(x),x∈R1} be a mean zero Gaussian process with stationary increments and set σ2(|x−y...
Alexander (1987) gave necessary and sufficient conditions for the central limit theorem for empirica...
For almost fifty years, Richard M. Dudley has been extremely influential in the development of sever...
Let be a stationary Gaussian process on ([Omega], , P) with time-shift operators (Us, s [epsilon] ) ...
AbstractIn this paper we consider the estimation problem in a continuous time linear model. We estab...
AbstractLet X = (Xt, t ϵ R) be a stationary Gaussian process on (Ω, F, P) with time-shift operators ...
We investigate the conditional full support (CFS) property, introduced in Guasoni et al. (2008a), fo...
AbstractWe establish moduli of continuity and large increment properties for stationary increment Ga...
none4noneBASSI G; BAZZANI A.; MAIS H.; TURCHETTI G.BASSI G; BAZZANI A.; MAIS H.; TURCHETTI G
The purpose of this paper is to get a canonical representation of Gaussian processes which are equiv...
AbstractThe following path properties of real separable Gaussian processes ξ with parameter set an a...
AbstractThis paper contains the following three types of results: First, a 1-1 correspondence is est...
Abstract. The purpose of this paper is to prove a Kolmogorov and a tightness criterion in a class of...