[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 :
Mathématiques
Auteur, co-auteur :
AZMOODEH, Ehsan ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Sottinen, Tommi
Viitasaari, Lauri
Yazigi, Adil
Co-auteurs externes :
yes
Langue du document :
Anglais
Titre :
Necessary and sufficient conditions for Hölder continuity of Gaussian processes
