Hausdorff Measure of the Sample Paths of Gaussian Random Fields
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منابع مشابه
Strong Local Nondeterminism and Sample Path Properties of Gaussian Random Fields
Sufficient conditions for a real-valued Gaussian random field X = {X(t), t ∈ RN} with stationary increments to be strongly locally nondeterministic are proven. As applications, small ball probability estimates, Hausdorff measure of the sample paths, sharp Hölder conditions and tail probability estimates for the local times of Gaussian random fields are established. Running head: Strong Local No...
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تاریخ انتشار 2002