Everywhere irregularity of certain classes of random processes with stationary Gaussian increments

P.L. Davies

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    Samenvatting

    This paper is concerned with everywhere local behaviour of certain classes of random processes which have stationary Gaussian increments. It is shown that for two classes of processes almost all the sample functions have the following property. The supremum of the increments in the neighbourhood of a point is everywhere of larger order than the standard deviation. For a third class of processes it is shown that the supremum is at least of the same order as the standard deviation.
    Originele taal-2Engels
    Pagina's (van-tot)103-118
    Aantal pagina's16
    TijdschriftAdvances in Applied Probability
    Volume5
    Nummer van het tijdschrift1
    StatusGepubliceerd - 1973

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