Sample functions of the Gaussian process
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(only showing first 100 items - show all)- Gradient type noises. II: Systems of stochastic partial differential equations
- Lévy's Brownian motion as a set-indexed process and a related central limit theorem
- Invariance principles for partial sum processes and empirical processes indexed by sets
- Central limit theorems for stochastic processes under random entropy conditions
- Rates of growth and sample moduli for weighted empirical processes indexed by sets
- Parametric estimation for the mean of a Gaussian process by the method of sieves
- Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables
- Upper functions and oscillating Gaussian processes
- Almost sure convergence and bounded entropy
- The minimum distance method of testing
- Correction to metric entropy of some classes of sets with differentiable boundaries
- Representation of linearly additive random fields
- Moduli of continuity of local times of strongly symmetric Markov processes via Gaussian processes
- Local times on curves and uniform invariance principles
- Quadratic variation of the local time of a random walk
- Estimates of convergence rate in the central limit theorem in C(S)
- Correlations of functions of normal variables
- A limit theorem for turbulent diffusion
- On the central limit theorem in Banach spaces
- The law of the iterated logarithm for empirical processes on Vapnik- Červonenkis classes
- Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables
- Uniform quadratic variation for Gaussian processes
- Local invariance principles and their application to density estimation
- Doob-Meyer decomposition for set-indexed submartingales
- The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach
- Deviation inequalities for continuous martingales
- The \(\varepsilon\)-entropy of some compact subsets of l\(^p\)
- A criterion for right continuity of filtrations generated by group-valued additive processes.
- On excursion sets, tube formulas and maxima of random fields.
- Convergence of weighted partial sums when the limiting distribution is not necessarily Radon
- Thick points of high-dimensional Gaussian free fields
- Asymptotic behaviour of high Gaussian minima
- A Donsker theorem for Lévy measures
- Tolerance to arbitrage
- Adaptive estimation of a quadratic functional by model selection.
- Gaussian measures on linear spaces
- On \(Y M_ 2\) measures and area-preserving diffeomorphisms
- On min-max majority and deepest points
- Spline approximation of random processes and design problems
- Packing dimension of space-time anisotropic Gaussian random fields
- Quadratic variation and quadratic roughness
- Quadratic variation along refining partitions: constructions and examples
- Minoration via mixed volumes and Cover's problem for general channels
- Gaussian random fields on the sphere and sphere cross line
- Fractional Gaussian fields on the Sierpiński gasket and related fractals
- Median and mean of the supremum of \(L^2\) normalized random holomorphic fields
- A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
- Monotonicity of certain functionals under rearrangement
- Metric entropy of some classes of sets with differentiable boundaries
- Metric entropy and the central limit theorem in C(S)
- Fonctions de Young et continuité des trajectoires d'une fonction aléatoire
- On global and local properties of the trajectories of Gaussian random fields -- a look through the set of limit points
- The moduli of non-differentiability for Gaussian random fields with stationary increments
- Numerical methods for conservation laws with rough flux
- Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion
- Weighted power variation of integrals with respect to a Gaussian process
- On the continuity of local times of Borel right Markov processes
- A Hölderian functional central limit theorem for a multi-indexed summation process
- Gelfand numbers and metric entropy of convex hulls in Hilbert spaces
- On the consistent separation of scale and variance for Gaussian random fields
- Stochastic 2-microlocal analysis
- Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences
- Generalized dimensions of images of measures under Gaussian processes
- The length of an SLE -- Monte Carlo studies
- Entropy numbers of convex hulls in Banach spaces and applications
- A packing dimension theorem for Gaussian random fields
- Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields.
- On almost sure convergence of the quadratic variation of Brownian motion.
- Steep points of Gaussian free fields in any dimension
- Fixed-b asymptotics for spatially dependent robust nonparametric covariance matrix estimators
- Lipschitz conditions for stochastic processes in the Banach spaces \(\mathbb {F}_\psi (\Omega)\) of random variables
- V.N. Sudakov’s Work on Expected Suprema of Gaussian Processes
- The existence of set-indexed L�vy processes
- Lipschitz conditions for \(\mathrm{sub}_\phi(\Omega)\)-processes: applications to weakly self-similar processes with stationary increments
- The mathematical work of Evarist Giné
- Averaged deviations of Orlicz processes and majorizing measures
- Generalized Pickands constants
- Scaling limits for simple random walks on random ordered graph trees
- Nonlinear flows of stochastic linear delay equations
- Asymptotic results for empirical and partial-sum processes: A review
- Law of the iterated logarithm for set-indexed partial sum processes with finite variance
- Schrödinger representation in Euclidean quantum field theory
- A comparison theorem of Marcus-Shepp in the uniform continuity of Gaussian processes
- Weak convergence to the law of two-parameter continuous processes
- Wiener processes on manifolds of maps
- On invariance principles with limit processes satisfying strong laws
- Empirical and Poisson processes on classes of sets or functions too large for central limit theorems
- Quadratic Zero-One Laws for Gaussian Measures and the Distribution of Quadratic Forms
- scientific article; zbMATH DE number 3483296 (Why is no real title available?)
- scientific article; zbMATH DE number 3529220 (Why is no real title available?)
- Bounds for the speed of convergence in the central limit theorem in C(S)
- Central limit theorems in D[0, 1]
- Weak convergence of an empirical process indexed by the closed convex subsets ofI 2
- Central limit theorems in D[0, 1]
- Local properties of some Gaussian processes
- Champs aléatoires gaussiens
- Efficient Monte Carlo for high excursions of Gaussian random fields
- Strong approximation for set-indexed partial sum processes via KMT constructions III
- The quadratic variation of Brownian motion on a time scale
- Exponential inequalities and functional central limit theorems for random fields
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