Necessary conditions for sample boundedness of p-stable processes
Integrability of the square root of metric entropy for the \(L^ 2\) distance provides a sufficient condition for sample continuity of Gaussian processes which is necessary for stationary processes [\textit{X. Fernique}, Lect. Notes Math. 480, 1-96 (1975; Zbl 0331.60025)] but not necessary in general. Fernique proved that his majorizing measure condition is sufficient. It is necessary for general Gaussian processes [see the author's paper reviewed above, Zbl 0712.60044)]. The present paper extends the majorizing measure condition to p-stable processes for \(1\leq p\leq 2\) as a necessary condition, ``optimum of its type, but not sufficient, for sample continuity.
- scientific article; zbMATH DE number 4192767
- Some results on the continuity of stable processes and the domain of attraction of continuous stable processes
- Regularity of Gaussian processes
- Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
- Continuity of symmetric stable processes
- Continuity of Gaussian processes
- Sudakov-type minoration for Gaussian chaos processes
- Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions
- Conditions for the sample continuity with probability one for square-Gaussian stochastic processes
- scientific article; zbMATH DE number 3560420 (Why is no real title available?)
- scientific article; zbMATH DE number 474425 (Why is no real title available?)
- Necessary and sufficient conditions for Hölder continuity of Gaussian processes
- Regularity of Gaussian processes
- Some results on the continuity of stable processes and the domain of attraction of continuous stable processes
- Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
- Sample boundedness of stochastic processes under increment conditions
This page was built for publication: Necessary conditions for sample boundedness of p-stable processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q749026)