On sample continuity of multidimensional Gaussian Markov processes
The main result of the paper is Theorem 4. It gives necessary and sufficient entropy conditions for sample continuity of a multidimensional Gaussian Markov process. The method of proof is based on the results of [3], where the problem of sample continuity of trajectories of a Gaussian process was re...
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Veröffentlicht in: | Theory of probability and its applications 1994-12, Vol.38 (4), p.694-705 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | The main result of the paper is Theorem 4. It gives necessary and sufficient entropy conditions for sample continuity of a multidimensional Gaussian Markov process. The method of proof is based on the results of [3], where the problem of sample continuity of trajectories of a Gaussian process was reduced to the problem of almost sure convergence of specially constructed Gaussian sequences. |
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ISSN: | 0040-585X 1095-7219 |
DOI: | 10.1137/1138068 |