| ON LOCAL CONTINUITY MODULI FOR GAUSSIAN PROCESSES |
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| 引用本文： | 陆传荣. ON LOCAL CONTINUITY MODULI FOR GAUSSIAN PROCESSES[J]. 应用数学学报(英文版), 1996, 12(1): 93-101. DOI: 10.1007/BF02009565 |
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| 作者姓名： | 陆传荣 |
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| 作者单位： | Department of Mathematics，Hangzhou University，Hangzhou 310028，China |
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| 摘 要： | ＬＵＣＨＵＡＮＲＯＮＧ（陆传荣）（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃｓ，ＨａｎｇｚｈｏｕＵｎｉｖｅｒｓｉｔｙ，Ｈａｎｇｚｈｏｕ３１００２８，Ｃｈｉｎａ）（ＴｈｉｓｗｏｒｋｉｓｓｕｐｐｏｒｔｅｄｂｙｔｈｅＮａｔｉｏｎａｌＮａｔｕｒａｌＳｃｉｅ...
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| 收稿时间： | 1992-12-12 |
On local continuity moduli for Gaussian processes |
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| Chuanrong Lu. On local continuity moduli for Gaussian processes[J]. Acta Mathematicae Applicatae Sinica, 1996, 12(1): 93-101. DOI: 10.1007/BF02009565 |
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| Authors: | Chuanrong Lu |
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| Affiliation: | (1) Department of Mathematics, Hangzhou University, 310028 Hangzhou, China |
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| Abstract: | In this paper, we get three local continuity moduli theorems for the almost surely continuous, stationary increments Gaussian process {Y(t), t0}, the partial sum processes X(t,N)= (t) of infinite dimensional Ornstein-Uhlenbeck processes {Xk(t), t0}, and lp-valued Gaussian processes {Y(t), t0}={Xk(t), t0}, separately. The first theorem implies the local continuity modulus theorem for the series X(t)=, Xk(t) of infinite dimensional OrnsteinUhlenbeck processes which has been obtained in [3]. |
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| Keywords: | Gaussian process infinite dimensional Ornstein-Uhlenbeck process local continuity modulus |
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