The natural modification of a random process and its applications to random functional series and Gaussian
Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part 3, Tome 55 (1976), pp. 35-63
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A Gaussian random process is known to be expanded into a series of functions with random independent coefficients. Previded the process is continuous in the mean but not sample continuous, the corresponding series does not converge uniformly. In what cases does it converge pointwise? This question is reduced to well studied problem of the sample boundedness. It is showed that the pointwise convergence of expancion mentioned above is equivalent to the sample continuity of the process in some separable metric. Certain other properties of Gaussian processes and measures are considered, generalisations to a non-Gaussian case are given.
@article{ZNSL_1976_55_a3,
author = {B. S. Tsirel'son},
title = {The natural modification of a~random process and its applications to random functional series and {Gaussian}},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {35--63},
year = {1976},
volume = {55},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1976_55_a3/}
}
TY - JOUR AU - B. S. Tsirel'son TI - The natural modification of a random process and its applications to random functional series and Gaussian JO - Zapiski Nauchnykh Seminarov POMI PY - 1976 SP - 35 EP - 63 VL - 55 UR - http://geodesic.mathdoc.fr/item/ZNSL_1976_55_a3/ LA - ru ID - ZNSL_1976_55_a3 ER -
B. S. Tsirel'son. The natural modification of a random process and its applications to random functional series and Gaussian. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part 3, Tome 55 (1976), pp. 35-63. http://geodesic.mathdoc.fr/item/ZNSL_1976_55_a3/