The majorizing measure approach to sample boundedness

• Autorzy: Witold Bednorz
• Języki publikacji: EN

Abstrakty

EN

We describe an alternative approach to sample boundedness and continuity of stochastic processes. We show that the regularity of paths can be understood in terms of the distribution of the argument maximum. For a centered Gaussian process X(t), t ∈ T, we obtain a short proof of the exact lower bound on $𝔼 sup_{t∈ T}X(t)$. Finally we prove the equivalence of the usual majorizing measure functional to its conjugate version.

Kategorie tematyczne

• 60G15: Gaussian processes
• 60G17: Sample path properties

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Colloquium Mathematicum
• Rocznik: 2015
• Tom: 139
• Numer: 2
• Strony: 205-227

Daty

wydano

2015

Twórcy

autor

Witold Bednorz

• Institute of Mathematics, University of Warsaw, Banacha 2, 02-097 Warszawa, Poland

Identyfikatory

DOI

10.4064/cm139-2-4