On the upper and lower classes for a stationary Gaussian stochastic process (Q1323282)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 567174
Language Label Description Also known as
default for all languages
No label defined
    English
    On the upper and lower classes for a stationary Gaussian stochastic process
    scientific article; zbMATH DE number 567174

      Statements

      On the upper and lower classes for a stationary Gaussian stochastic process (English)
      0 references
      0 references
      3 January 1995
      0 references
      Real stationary standardized Gaussian random fields (r.f.s) \(\xi(t, \omega)\) on a pseudometric unbounded space \((T,\rho)\) are considered under some rather mild conditions on the correlation function. An integral criterion is obtained for the zero-one law of the set \[ \{\omega: \text{ the set } \{t\in T:\;\xi(t,\omega)> \psi(t)\} \text{ is \(\rho\)-unbounded}\} \] when the function \(\psi: T\to [-\infty, +\infty]\) is not required to be monotone. In particular, the r.f.s of this type and the Brownian sheet are discussed when \(T= R^ n\) and two examples of r.f.s with \(T\) non-Euclidean are presented.
      0 references
      upper and lower classes
      0 references
      entropy
      0 references
      Gaussian random fields
      0 references
      pseudometric unbounded spaces
      0 references
      Brownian sheet
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references