Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151741 | Statistics & Probability Letters | 2014 | 6 Pages |
Abstract
The continuity of Gaussian processes is an extensively studied topic and it culminates in Talagrand’s notion of majorizing measures that gives complicated necessary and sufficient conditions. In this note we study the Hölder continuity of Gaussian processes. It turns out that necessary and sufficient conditions can be stated in a simple form that is a variant of the celebrated Kolmogorov–Čentsov condition.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari, Adil Yazigi,