Zero-One Laws for Path Discontinuities of Gaussian Processes.

Abstract

It is shown that with probability zero or one the paths of a separable Gaussian process with index set an interval have (1) a removable discontinuity, (2) only removable discontinuities, (3) only jumps, and (4) both jumps and removable discontinuities and no oscillatory discontinuities.

Document Details

Document Type
Technical Report
Publication Date
May 08, 1974
Accession Number
ADA010275

Entities

People

  • Charles R. Baker
  • Stamatis Cambanis

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Discontinuities
  • Gaussian Processes
  • Information Science
  • Intervals
  • Mathematics
  • Probability
  • Random Variables
  • Stochastic Processes

Readers

  • Control Systems Engineering.
  • Electrical Engineering
  • Graph Algorithms and Convex Optimization.