Harmonic analysis of local times and sample functions of Gaussian processes
HTML articles powered by AMS MathViewer
- by Simeon M. Berman
- Trans. Amer. Math. Soc. 143 (1969), 269-281
- DOI: https://doi.org/10.1090/S0002-9947-1969-0248905-6
- PDF | Request permission
References
- Simeon M. Berman, Some continuity properites of Brownian motion with the time parameter in Hilbert space, Trans. Amer. Math. Soc. 131 (1968), 182–198. MR 221593, DOI 10.1090/S0002-9947-1968-0221593-X
- Simeon M. Berman, Local times and sample function properties of stationary Gaussian processes, Trans. Amer. Math. Soc. 137 (1969), 277–299. MR 239652, DOI 10.1090/S0002-9947-1969-0239652-5
- I. M. Gel’fand and N. Ya. Vilenkin, Generalized functions. Vol. 4: Applications of harmonic analysis, Academic Press, New York-London, 1964. Translated by Amiel Feinstein. MR 0173945
- M. B. Marcus, Hölder conditions for Gaussian processes with stationary increments, Trans. Amer. Math. Soc. 134 (1968), 29–52. MR 230368, DOI 10.1090/S0002-9947-1968-0230368-7
- David Slepian, The one-sided barrier problem for Gaussian noise, Bell System Tech. J. 41 (1962), 463–501. MR 133183, DOI 10.1002/j.1538-7305.1962.tb02419.x E. C. Titchmarsh, Introduction to the theory of Fourier integrals, Clarendon Press, Oxford, 1937.
- J. Yeh, Differentiability of sample functions in Gaussian processes, Proc. Amer. Math. Soc. 18 (1967), 105–108. MR 203823, DOI 10.1090/S0002-9939-1967-0203823-8
Bibliographic Information
- © Copyright 1969 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 143 (1969), 269-281
- MSC: Primary 60.60
- DOI: https://doi.org/10.1090/S0002-9947-1969-0248905-6
- MathSciNet review: 0248905