ON SAMPLE CONTINUITY OF MULTIDIMENSIONAL GAUSSIAN MARKOV-PROCESSES

被引：0

作者：

SOLNTSEV, SA ^{[1
]}

机构：

[1] KIEV POLYTECH INST,KIEV 252056,UKRAINE

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 1994年 / 38卷 / 04期

关键词：

EPSILON-ENTROPY; ENTROPY CONDITIONS; SAMPLE CONTINUITY OF GAUSSIAN PROCESSES; ALMOST SURE CONVERGENCE OF GAUSSIAN SEQUENCES;

D O I：

10.1137/1138068

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：

The main result of the paper is Theorem 4. It gives necessary and sufficient entropy conditions for sample continuity of a multidimensional Gaussian Markov process. The method of proof is based on the results of [3], where the problem of sample continuity of trajectories of a Gaussian process was reduced to the problem of almost sure convergence of specially constructed Gaussian sequences.

引用

页码：694 / 705

页数：12

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