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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 4, Pages 827–841
(Mi tvp4020)
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On sample continuity of multidimensional Gaussian Markov processes
S. A. Solntsev Kiev Polytechnic Institute
Abstract:
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.
Received: 13.01.1989
Citation:
S. A. Solntsev, “On sample continuity of multidimensional Gaussian Markov processes”, Teor. Veroyatnost. i Primenen., 38:4 (1993), 827–841; Theory Probab. Appl., 38:4 (1993), 694–705
Linking options:
https://www.mathnet.ru/eng/tvp4020 https://www.mathnet.ru/eng/tvp/v38/i4/p827
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