Gaussian process sample orbit properties

Author: Lin Zhengyan
Publisher:
Publish Date: 2001-11-01
Features: This book discusses the sample path properties of Gaussian processes, including: basic properties of Gaussian variables and Gaussian processes, continuity of Gaussian processes, the limit properties of the modulus of continuity and large increments of Gaussian processes, the limit properties of the modulus of continuity and large increments of infinite-dimensional Gaussian processes, the logarithmic laws of the double logarithm and the lower limit properties of increments of Gaussian processes, as well as the p-variation of Gaussian processes and some fractal properties. Most of the content in this book is the research of the authors and has a high academic level. It is suitable for undergraduate and graduate students majoring in probability theory in universities, as well as for mathematicians and researchers.