Abstract
A stationary Gaussian process is exhibited with the following property: the covariance function of the process is not differentiable at the origin and yet almost all the sample paths of the process are differentiable in a set of points of the power of the continuum. The process provides a counter example to a statement of Slepian.
Original language | English |
---|---|
Pages (from-to) | 682-684 |
Number of pages | 3 |
Journal | Journal of Applied Probability |
Volume | 10 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1973 |