On the p-Variation of Gaussian Random Fields with Separable Increments

Monrad, Ditlev

doi:10.1007/978-1-4684-0540-8_10

On the p-Variation of Gaussian Random Fields with Separable Increments

Ditlev Monrad⁴

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Part of the book series: Progress in Probability and Statistics ((PRPR,volume 5))

Abstract

The p-variation of the sample functions of a Gaussian random process {X (t, w): 0 ≤ t ≤ 1} has been studied in a number of papers. (See [5], [6] and [7].) In this paper we study the p-variation of the sample functions of Gaussian random fields.

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Authors and Affiliations

Department of Mathematics, University of Illinois, Urbana-Champaign, 1409 West Green Street, Urbana, Illinois, 61801, USA
Ditlev Monrad

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Ditlev Monrad
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Editors and Affiliations

Technological Institute, Northwestern University, Evanston, Illinois, 60201, USA
E. Çinlar
Department of Mathematics, Stanford University, Stanford, California, 94305, USA
K. L. Chung
Department of Mathematics, University of California — San Diego, La Jolla, California, 92093, USA
R. K. Getoor

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Monrad, D. (1983). On the p-Variation of Gaussian Random Fields with Separable Increments. In: Çinlar, E., Chung, K.L., Getoor, R.K. (eds) Seminar on Stochastic Processes, 1982. Progress in Probability and Statistics, vol 5. Birkhäuser Boston. https://doi.org/10.1007/978-1-4684-0540-8_10

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DOI: https://doi.org/10.1007/978-1-4684-0540-8_10
Publisher Name: Birkhäuser Boston
Print ISBN: 978-0-8176-3131-4
Online ISBN: 978-1-4684-0540-8
eBook Packages: Springer Book Archive

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