Article (Scientific journals)
Necessary and sufficient conditions for Hölder continuity of Gaussian processes
Azmoodeh, Ehsan; Sottinen, Tommi; Viitasaari, Lauri et al.
2014In Statistics and Probability Letters, 94, p. 230-235
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Keywords :
Gaussian processes; Hölder continuity; Kolmogorov–Čentsov condition; Self-similar processes
Abstract :
[en] The continuity of Gaussian processes is an extensively studied topic and it culminates in Talagrand’s notion of majorizing measures that gives complicated necessary and sufficient conditions. In this note we study the Hölder continuity of Gaussian processes. It turns out that necessary and sufficient conditions can be stated in a simple form that is a variant of the celebrated Kolmogorov–Čentsov condition.
Disciplines :
Mathematics
Author, co-author :
Azmoodeh, Ehsan ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Sottinen, Tommi
Viitasaari, Lauri
Yazigi, Adil
External co-authors :
yes
Language :
English
Title :
Necessary and sufficient conditions for Hölder continuity of Gaussian processes
Publication date :
November 2014
Journal title :
Statistics and Probability Letters
ISSN :
0167-7152
Publisher :
Elsevier Science, Amsterdam, Netherlands
Volume :
94
Pages :
230-235
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 01 April 2016

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