Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation (Q705317): Difference between revisions

The regularity of paths of Gaussian processes is an old issue. The paper establishes a sharp regularity theory for homogeneous Gaussian fields on the unit circle. Under an additional assumption on the quadratic metric associated with the field which is not satisfied in the power scale, the almost sure modulus of continuity of the field is characterized in terms of a functional of this metric. The proof of the lower bound relies on Fernique's zero-one laws and Talagrand's theory of majorizing measures whereas the upper bound originates from the general theory of Gaussian regularity. A slightly weaker result is proved in the Hölder case. As an application, it is shown that the fractional stochastic heat equation has a given spatial modulus of continuity if and only if the same property holds for a fractional antiderivative of the equation's additive noise; a random Fourier series characterization is also given.