On sample continuity of multidimensional Gaussian Markov processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 4, pp. 827-841

Voir la notice de l'article provenant de la source Math-Net.Ru

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},
     publisher = {mathdoc},
     volume = {38},
     number = {4},
     year = {1993},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a6/}
}
TY  - JOUR
AU  - S. A. Solntsev
TI  - On sample continuity of multidimensional Gaussian Markov processes
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1993
SP  - 827
EP  - 841
VL  - 38
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a6/
LA  - ru
ID  - TVP_1993_38_4_a6
ER  - 
%0 Journal Article
%A S. A. Solntsev
%T On sample continuity of multidimensional Gaussian Markov processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1993
%P 827-841
%V 38
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a6/
%G ru
%F 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/