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January, 1994 On the Upper and Lower Classes for a Stationary Gaussian Stochastic Process
J. M. P. Albin
Ann. Probab. 22(1): 77-93 (January, 1994). DOI: 10.1214/aop/1176988848

Abstract

We give a complete and rather explicit characterization of the upper and lower classes for a family of stationary Gaussian stochastic processes.

Citation

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J. M. P. Albin. "On the Upper and Lower Classes for a Stationary Gaussian Stochastic Process." Ann. Probab. 22 (1) 77 - 93, January, 1994. https://doi.org/10.1214/aop/1176988848

Information

Published: January, 1994
First available in Project Euclid: 19 April 2007

zbMATH: 0803.60028
MathSciNet: MR1258866
Digital Object Identifier: 10.1214/aop/1176988848

Subjects:
Primary: 60F15
Secondary: 60F20 , 60G10 , 60G15 , 60G17

Keywords: Entropy , Gaussian processes , Gaussian random fields , LIL , Stationary processes , the Brownian sheet , upper and lower classes , Zero-one laws

Rights: Copyright © 1994 Institute of Mathematical Statistics

Vol.22 • No. 1 • January, 1994
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