Continuity of Gaussian Processes.

Abstract

This document gives sufficient conditions for local continuity of the isonormal process L at some point of its parameter set. Since a Gaussian process, defined on a compact parameter space, that is a.s. continuous at each point is sample continuous, the result can be applied to the problem of general sample continuity of Gaussian processes. It is shown that sufficient conditions are strictly weaker than the classical sufficient conditions for sample continuity.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1986
Accession Number
ADA174738

Entities

People

  • Gennady Samorodnitsky

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Classification
  • Continuity
  • Contracts
  • Data Science
  • Gaussian Processes
  • Hilbert Space
  • Industrial Engineering
  • Information Science
  • Integrals
  • Knowledge Management
  • North Carolina
  • Probability
  • Security
  • Statistics
  • Stochastic Processes
  • Two Dimensional
  • Universities

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Statistical inference.

Technology Areas

  • Space