Régularité de fonctions aléatoires gaussiennes à valeurs vectorielles. (Regularity of Gaussian random functions with vector values) (Q2639414)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Régularité de fonctions aléatoires gaussiennes à valeurs vectorielles. (Regularity of Gaussian random functions with vector values) |
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Régularité de fonctions aléatoires gaussiennes à valeurs vectorielles. (Regularity of Gaussian random functions with vector values) (English)
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1990
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This paper presents a simple condition guaranteeing that a Gaussian random function X on a metric space T with values in a Lusin topological vector space E has a modification with continuous paths. The result extends a previous result by the author, where X was assumed to be stationary or to have strong stationary increments. The proof is based on Talagrand's theorem about majorizing measures, which yields a bound for the law of the maximum on t of the norm of X in E.
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Gaussian random function
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Lusin topological vector space
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modification with continuous paths
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strong stationary increments
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Talagrand's theorem about majorizing measures
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