The Annals of Probability

On the Upper and Lower Classes for a Stationary Gaussian Stochastic Process

J. M. P. Albin

Full-text: Open access

Abstract

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

Article information

Source
Ann. Probab., Volume 22, Number 1 (1994), 77-93.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176988848

Digital Object Identifier
doi:10.1214/aop/1176988848

Mathematical Reviews number (MathSciNet)
MR1258866

Zentralblatt MATH identifier
0803.60028

JSTOR
links.jstor.org

Subjects
Primary: 60F15: Strong theorems
Secondary: 60F20: Zero-one laws 60G10: Stationary processes 60G15: Gaussian processes 60G17: Sample path properties

Keywords
Upper and lower classes LIL Gaussian processes Gaussian random fields the Brownian sheet stationary processes entropy zero-one laws

Citation

Albin, J. M. P. On the Upper and Lower Classes for a Stationary Gaussian Stochastic Process. Ann. Probab. 22 (1994), no. 1, 77--93. doi:10.1214/aop/1176988848. https://projecteuclid.org/euclid.aop/1176988848


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