Trajectories of Gaussian processes and interpolation of Banach spaces

DOI10.1016/0304-4149(87)90203-1MaRDI QIDQ1095490zbMATH OpenOpenAlexFDO

Authors Włodek Bryc

Publication date 1987

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(87)90203-1

zbMATH Keywords

abstract Wiener spacesGaussian processessample path regularity

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Review text

Let \((E_ 0,\| \cdot \|_ 0)\) be a Banach space and \(E_ 1\) be a complement of \(E_ 0\) in some other norm \(\| \cdot \|_ 1\leq \| \cdot \|_ 0\). The author defines a family of intermediate spaces \((E_{\theta}\), \(0<\theta <1)\) between \(E_ 0\) and \(E_ 1\), and studies when the series \(X=\sum_{n}\gamma_ nf_ n\) converges almost surely in some \(E_{\theta}\), where \(\gamma_ n\) are independent N(0,1) random variables and \(f_ n\) in \(E_ 0\). Two kinds of conditions are given. The first one is expressed in terms of \(\| f_ n\|_ 0\) or \(\| f_ n\|_ 1\). The other concerns the structure of the elements \(f_ n\) and the type of the spaces \(E_ 0\) and \(E_ 1\). As an application, the author gives, choosing \(E_ 0=L_ p([0,1])\), \(E_{\theta}=L_ q([0,1])\) and \(E_ 1=L_ 1\) or \(L_ 2\), sufficient conditions on q, with p large enough, for the trajectories of X to be in \(E_{\theta}\).

Recommendations

• Unconditional convergence of Gaussian random series in Banach spaces
• scientific article; zbMATH DE number 2034509
• scientific article; zbMATH DE number 4001074
• Intermediate spaces, Gaussian probabilities and exponential tightness
• scientific article; zbMATH DE number 1794211

Cites work

• Exact interpolation theorems for Lipschitz continuous functions
• Gaussian measures in Banach spaces
• scientific article; zbMATH DE number 3911357 (Why is no real title available?)
• scientific article; zbMATH DE number 3787484 (Why is no real title available?)
• scientific article; zbMATH DE number 3536702 (Why is no real title available?)
• Séries de variables aléatoires vectorielles indépendantes et propriétés géométriques des espaces de Banach

Cited in

(2)

• Intermediate spaces, Gaussian probabilities and exponential tightness
• Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation

This page was built for publication: Trajectories of Gaussian processes and interpolation of Banach spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1095490)