Local and uniform moduli of continuity of chi–square processes
نویسندگان
چکیده
Let {ηi(t),t∈[0,1]}i=1k be independent copies of η={η(t),t∈[0,1]}, a mean zero continuous Gaussian process. Yk:=Yk(t)= ∑i=1kηi2(t),t∈[0,1]. This paper shows how exact local (at 0) and uniform moduli continuity (on [0,1]) Yk can obtained from the η.
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2022
ISSN: ['1083-589X']
DOI: https://doi.org/10.1214/22-ecp471