On sample continuity of multidimensional Gaussian Markov processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 4, pp. 827-841
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The main result of the paper is Theorem 4. It gives necessary and sufficient entropy conditions for sample continuity of a multidimensional Gaussian Markov process. The method of proof is based on the results of [3], where the problem of sample continuity of trajectories of a Gaussian process was reduced to the problem of almost sure convergence of specially constructed Gaussian sequences.
Keywords:
$\varepsilon$-entropy, Sudakov entropy conditions, sample continuity of Gaussian processes, almost sure convergence of Gaussian sequences.
@article{TVP_1993_38_4_a6,
author = {S. A. Solntsev},
title = {On sample continuity of multidimensional {Gaussian} {Markov} processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {827--841},
year = {1993},
volume = {38},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a6/}
}
S. A. Solntsev. On sample continuity of multidimensional Gaussian Markov processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 4, pp. 827-841. http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a6/