Open Access
August, 1982 Joint Continuity of Gaussian Local Times
Jack Cuzick, Johannes P. DuPreez
Ann. Probab. 10(3): 810-817 (August, 1982). DOI: 10.1214/aop/1176993789

Abstract

Sufficient conditions in terms of interpolation variances are given for a Gaussian process to have a jointly continuous local time. In the stationary case these conditions can be verified in terms of the spectral density and are seen to be within logarithmic factors of the best possible conditions. A bound for the modulus of continuity in the space variable is also obtained.

Citation

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Jack Cuzick. Johannes P. DuPreez. "Joint Continuity of Gaussian Local Times." Ann. Probab. 10 (3) 810 - 817, August, 1982. https://doi.org/10.1214/aop/1176993789

Information

Published: August, 1982
First available in Project Euclid: 19 April 2007

zbMATH: 0492.60032
MathSciNet: MR659550
Digital Object Identifier: 10.1214/aop/1176993789

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

Keywords: Gaussian processes , Local nondeterminism , Local time , Occupation density , sample path continuity

Rights: Copyright © 1982 Institute of Mathematical Statistics

Vol.10 • No. 3 • August, 1982
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