Sample functions of the Gaussian process
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(only showing first 100 items - show all)- Necessary and sufficient conditions for Hölder continuity of Gaussian processes
- Numerical methods for conservation laws with rough flux
- On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions
- The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach
- Moduli of continuity of local times of strongly symmetric Markov processes via Gaussian processes
- Central limit theorems in D[0, 1]
- Local invariance principles and their application to density estimation
- Criteria of divergence almost everywhere in ergodic theory
- The mathematical work of Evarist Giné
- A Donsker theorem for Lévy measures
- Strong approximation for set-indexed partial sum processes via KMT constructions III
- Champs aléatoires gaussiens
- Hierarchical model reduction driven by machine learning for parametric advection-diffusion-reaction problems in the presence of noisy data
- Convergence of weighted partial sums when the limiting distribution is not necessarily Radon
- Multiple points of a Gaussian vector field
- Hyperbolic embedding of infinite-dimensional convex bodies
- Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields.
- Fractional Gaussian fields on the Sierpiński gasket and related fractals
- Quadratic variation of the local time of a random walk
- Local properties of some Gaussian processes
- Random rewards, fractional Brownian local times and stable self-similar processes
- Nonlinear flows of stochastic linear delay equations
- A set-indexed fractional Brownian motion
- Packing dimension of space-time anisotropic Gaussian random fields
- A Hölderian functional central limit theorem for a multi-indexed summation process
- Invariance principles for partial sum processes and empirical processes indexed by sets
- Correction to metric entropy of some classes of sets with differentiable boundaries
- Absolute continuity of functionals of supremum type for Gaussian processes
- Entropy numbers of convex hulls in Banach spaces and applications
- Wiener processes on manifolds of maps
- On min-max majority and deepest points
- Uniform quadratic variation for Gaussian processes
- Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables
- scientific article; zbMATH DE number 940800 (Why is no real title available?)
- Testing for the presence of treatment effect under selection on observables
- Generalized Pickands constants
- Scaling limits for simple random walks on random ordered graph trees
- On invariance principles with limit processes satisfying strong laws
- Lévy's Brownian motion as a set-indexed process and a related central limit theorem
- Local Hölder regularity for set-indexed processes
- A law of iterated logarithm for the subfractional Brownian motion and an application
- On excursion sets, tube formulas and maxima of random fields.
- Generalized dimensions of images of measures under Gaussian processes
- Exponential inequalities and functional central limit theorems for random fields
- Nonlinear Young integrals and differential systems in Hölder media
- Quadratic variation and quadratic roughness
- The law of the iterated logarithm for empirical processes on Vapnik- Červonenkis classes
- A packing dimension theorem for Gaussian random fields
- Correlations of functions of normal variables
- Length of stationary Gaussian excursions
- Schrödinger representation in Euclidean quantum field theory
- Weak convergence to the law of two-parameter continuous processes
- Efficient Monte Carlo for high excursions of Gaussian random fields
- Lipschitz conditions for \(\mathrm{sub}_\phi(\Omega)\)-processes: applications to weakly self-similar processes with stationary increments
- Almost sure convergence and bounded entropy
- Metric entropy of some classes of sets with differentiable boundaries
- Parametric estimation for the mean of a Gaussian process by the method of sieves
- The moduli of non-differentiability for Gaussian random fields with stationary increments
- Uniformly efficient simulation for extremes of Gaussian random fields
- The length of an SLE -- Monte Carlo studies
- Monotonicity of certain functionals under rearrangement
- A limit theorem for turbulent diffusion
- Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift -- their characteristics and applications
- A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
- Adaptive estimation of a quadratic functional by model selection.
- Thick points of high-dimensional Gaussian free fields
- Uniform central limit theorems for kernel density estimators
- V.N. Sudakov’s Work on Expected Suprema of Gaussian Processes
- Gradient type noises. II: Systems of stochastic partial differential equations
- Spline approximation of random processes and design problems
- Quadratic variation along refining partitions: constructions and examples
- Quadratic Zero-One Laws for Gaussian Measures and the Distribution of Quadratic Forms
- Upper functions and oscillating Gaussian processes
- Doob-Meyer decomposition for set-indexed submartingales
- A criterion for right continuity of filtrations generated by group-valued additive processes.
- Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables
- Gaussian random fields on the sphere and sphere cross line
- Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences
- Continuous-time trading and the emergence of probability
- Breaking the curse for uniform approximation in Hilbert spaces via Monte Carlo methods
- Self‐normalization for Spatial Data
- Metric entropy and the central limit theorem in C(S)
- Asymptotic behaviour of high Gaussian minima
- Consistent estimates of deformed isotropic Gaussian random fields on the plane
- Lipschitz conditions for stochastic processes in the Banach spaces \(\mathbb {F}_\psi (\Omega)\) of random variables
- Gelfand numbers and metric entropy of convex hulls in Hilbert spaces
- Convergence of simple random walks on random discrete trees to Brownian motion on the continuum random tree
- Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion
- A comparison theorem of Marcus-Shepp in the uniform continuity of Gaussian processes
- On the formula of Mathews and Salam
- The minimum distance method of testing
- Densities for rough differential equations under Hörmander's condition
- Minoration via mixed volumes and Cover's problem for general channels
- Fonctions de Young et continuité des trajectoires d'une fonction aléatoire
- Probability tails of Gaussian extrema
- The quadratic variation of Brownian motion on a time scale
- Asymptotic results for empirical and partial-sum processes: A review
- On the continuity of local times of Borel right Markov processes
- On the central limit theorem in Banach spaces
- Extremal behavior of the heat random field
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