Necessary and Sufficient Conditions for H\"older Continuity of Gaussian Processes
classification
🧮 math.PR
keywords
conditionscontinuitygaussiannecessaryprocessessufficientoldercelebrated
read the original abstract
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 conditions. In this note we study the H\"older 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-\v{C}entsov condition.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.