Zero-one laws for multilinear forms in Gaussian and other infinitely divisible random variables (Q689325)
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English | Zero-one laws for multilinear forms in Gaussian and other infinitely divisible random variables |
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Zero-one laws for multilinear forms in Gaussian and other infinitely divisible random variables (English)
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5 December 1993
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To give a typical example of the situation considered in this paper let a stochastic process \((\xi_ t)_{0 \leq t \leq 1}\) be defined by \[ \xi_ t=\sum^ \infty_{n_ 1=1} \sum^ \infty_{n_ 2=1} \sum^ \infty_{n_ 3=1} a_ t(n_ 1,n_ 2,n_ 3) X_ 1(n_ 1) X_ 1(n_ 2) X_ 2(n_ 3), \] where \((X_ 1(n))_{n \in \mathbb{N}}\), \((X_ 2(n))_{n \in \mathbb{N}}\) are independent and identically distributed centered \(\mathbb{R}^ \mathbb{N}\)-valued Gaussian random variables. Let \(V\) be the space of continuous functions on \([0,1]\). Then \(P(\xi \in V)\) is either zero or one, i.e. either almost all paths are continuous, or almost no path is. A variety of other \(V\)-spaces and \(\xi\)-constructions is considered.
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zero-one laws
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Gaussian variables
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multilinear forms
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infinite divisibility
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