The Annals of Probability

Maximum in the Levy-Baxter Theorem for Gaussian Random Fields

Takayuki Kawada

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Abstract

The range of almost sure limits of $F$-variation for a class of Gaussian random fields is considered by adopting a class of sequences of partitions in the parameter space of the random field. The application to Levy's Brownian motion explains, in the case of two-dimensional parameters, that the almost sure limit given by Berman is the maximum in a range.

Article information

Source
Ann. Probab., Volume 7, Number 1 (1979), 173-178.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176995161

Digital Object Identifier
doi:10.1214/aop/1176995161

Mathematical Reviews number (MathSciNet)
MR515826

Zentralblatt MATH identifier
0392.60045

JSTOR
links.jstor.org

Subjects
Primary: 60G15: Gaussian processes
Secondary: 60G17: Sample path properties

Keywords
Gaussian random fields structure function $F$-variation

Citation

Kawada, Takayuki. Maximum in the Levy-Baxter Theorem for Gaussian Random Fields. Ann. Probab. 7 (1979), no. 1, 173--178. doi:10.1214/aop/1176995161. https://projecteuclid.org/euclid.aop/1176995161


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