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Proceedings of the American Mathematical Society

ISSN 1088-6826(online) ISSN 0002-9939(print)

 
 

 

Path properties for $l^ \infty$-valued Gaussian processes


Authors: Miklós Csörgő, Zheng Yan Lin and Qi Man Shao
Journal: Proc. Amer. Math. Soc. 121 (1994), 225-236
MSC: Primary 60G15; Secondary 60F15, 60G10, 60G17
DOI: https://doi.org/10.1090/S0002-9939-1994-1231032-9
MathSciNet review: 1231032
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Abstract: We prove moduli of continuity results for ${l^\infty }$-valued Gaussian processes in general, as well as for ${l^\infty }$-valued Ornstein-Uhlenbeck processes in particular.


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Keywords: <!– MATH ${l^\infty }$ –> <IMG WIDTH="29" HEIGHT="19" ALIGN="BOTTOM" BORDER="0" SRC="images/img11.gif" ALT="${l^\infty }$">-valued Gaussian processes, <!– MATH ${l^\infty }$ –> <IMG WIDTH="29" HEIGHT="19" ALIGN="BOTTOM" BORDER="0" SRC="images/img1.gif" ALT="${l^\infty }$">-valued Ornstein-Uhlenbeck processes, moduli of continuity, quasi-increasing functions
Article copyright: © Copyright 1994 American Mathematical Society