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math.PR2014
Necessary and Sufficient Conditions for Hölder Continuity of Gaussian Processes
Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari +1
The continuity of Gaussian processes is extensively studied topic and it culminates in the Talagrand's notion of majorizing measures that gives complicated necessary and sufficient…
math.PR2014★ 3 cited
Representation of self-similar Gaussian processes
Adil Yazigi
We develop the canonical Volterra representation for a self-similar Gaussian process by using the Lamperti transformation of the corresponding stationary Gaussian process, where th…