HOLDER CONDITIONS FOR GAUSSIAN PROCESSES WITH STATIONARY INCREMENTS,

Abstract

The study was motivated by the well-known results for Brownian motion, the law of the iterated logarithm and Paul Levy's uniform Holder condition. Holder conditions, both uniform and local, are obtained for a wide class of separable, real-valued Gaussian processes with stationary increments. Relations between upper and lower Holder conditions are discussed.

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1967
Accession Number
AD0648499

Entities

People

  • M. B. Marcus

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Brownian Motion
  • Data Science
  • Gaussian Processes
  • Information Science
  • Stationary

Readers

  • Mathematical Modeling and Probability Theory.