Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces

被引：2

作者：

Lu, Tianshi ^{[1
]}

Ma, Chunsheng ^{[1
]}

Xiao, Yimin ^{[2
]}

机构：

[1] Wichita State Univ, Dept Math & Stat, Wichita, KS 67260 USA

[2] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2023年 / 36卷 / 04期

关键词：

Isotropy; Jacobi polynomial; Strong local nondeterminism; Uniform modulus of continuity; POSITIVE-DEFINITE FUNCTIONS; TRAJECTORIES; REGULARITY; KERNELS;

D O I：

10.1007/s10959-022-01231-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper is concerned with sample path properties of real-valued isotropic Gaussian fields on compact two-point homogeneous spaces. In particular, we establish the property of strong local nondeterminism of an isotropic Gaussian field and then exploit this result to establish an exact uniform modulus of continuity for its sample paths.

引用

页码：2403 / 2425

页数：23

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