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Teoriya Veroyatnostei i ee Primeneniya, 1960, Volume 5, Issue 1, Pages 132–134 (Mi tvp4820)  

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
Full-text PDF (410 kB) Citations (5)
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
English version:
Theory of Probability and its Applications, 1960, Volume 5, Issue 1, Pages 120–122
DOI: https://doi.org/10.1137/1105012
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Dob60}
\by R.~L.~Dobrushin
\paper Properties of Sample Functions of a Stationary Gaussian Process
\jour Teor. Veroyatnost. i Primenen.
\yr 1960
\vol 5
\issue 1
\pages 132--134
\mathnet{http://mi.mathnet.ru/tvp4820}
\transl
\jour Theory Probab. Appl.
\yr 1960
\vol 5
\issue 1
\pages 120--122
\crossref{https://doi.org/10.1137/1105012}
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  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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