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/}
}
                      
                      
                    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/
