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Sample Functions of the Gaussian Process

  • R. M. Dudley
Chapter
Part of the Selected Works in Probability and Statistics book series (SWPS)

Abstract

This is a survey on sample function properties of Gaussian processes with the main emphasis on boundedness and continuity, including Hölder conditions locally and globally. Many other sample function properties are briefly treated.

Key words and phrases

Gaussian processes sample functions white noise Hölder conditions metric entropy 

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Authors and Affiliations

  • R. M. Dudley
    • 1
  1. 1.Department of MathematicsMassachusetts Institute of TechnologyCambridgeUSA

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