A VERSION OF FERNIQUE LEMMA FOR GAUSSIAN PROCESSES

  • Choi, Yong-Kab (Department of Mathematics College of Natural Sciences Gyeongsang National University) ;
  • Lin, Zheng-Yan (Department of Mathematics Hangzhou University, China)
  • Published : 1998.06.25

Abstract

We establish a version of Fernique lemma for Gaussian processes which plays an important role in studying their moduli of continuity properties and related limit theorems.

Keywords