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Teoriya Veroyatnostei i ee Primeneniya, 1960, Volume 5, Issue 1, Pages 132–134
(Mi tvp4820)
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This article is cited in 5 scientific papers (total in 5 papers)
Short Communications
Properties of Sample Functions of a Stationary Gaussian Process
R. L. Dobrushin Moscow
Abstract:
Let $\{\xi_t(\omega),-\infty<t<\infty\}$ be a separable stationary Gaussian process with a continuous correlation function. Then, the following alternative holds true:
1) either for almost all w the sample functions of the process $\xi_t(\omega)$ are continuous functions of $t$.
2) or there exists a $\beta>0$ such that for almost all $\omega$ the sample function $\xi_t(\omega)$ is such that
$$\varlimsup_{t\to t_0}\xi_t(\omega)-\varliminf_{t\to t_0}\xi_t(\omega)\geq\beta$$ for any $t_0$.
In the second case almost all sample functions have no points of first order discontinuities.
Received: 18.11.1959
Citation:
R. L. Dobrushin, “Properties of Sample Functions of a Stationary Gaussian Process”, Teor. Veroyatnost. i Primenen., 5:1 (1960), 132–134; Theory Probab. Appl., 5:1 (1960), 120–122
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