Continuity properties for random fields (Q1826210)
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English | Continuity properties for random fields |
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Continuity properties for random fields (English)
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1989
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Let \(X=\{X(t): t\in {\mathbb{R}}^ d\}\) be a real-valued stationary random field on \({\mathbb{R}}^ d\) with mean 0, finite second moments and covariance function \(\sigma (h)=E\{X(t)X(t+h)\}\), \(h\in {\mathbb{R}}^ d\). Let \(\sigma\) (h) be d-times continuously differentiable with respect to h and set \(\sigma_ m(h)=\sigma (h)-p_ m(h)\), where \(p_ m(h)\) is the polynomial of degree d given by the Taylor series expansion of \(\sigma\) (h) about \(h=0\), up to order d. If \[ | \sigma_ d(h)| =O(r^ d/| \log r|^{3+\gamma})\quad as\quad r=| h| =\{\sum h[\ell]^ 2\}^{1/2}\to 0 \] for some \(\gamma >0\), then there exists a version of X with continuous realizations. An example shows that these conditions cannot be significantly weakened.
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continuous realization
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interpolating polynomial
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random field
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